I’m excited that you’ve asked me this! Because WOE has such an anti-religion vein to it, the religion of Estare plays an important part of the plot and context.
In Estare and it’s neighboring country to the North, Arros, the worship of Skjold is the principal religion. It is the monotheistic worship of a male god/creator figure, such as we see with Abrahamic religions. This is from a draft but this excerpt explains the meat of the mythology. (I removed some irrelevant bits so this is not the complete version of this excerpt)
I am quickly drawn away from the throng of men when I see it - a wolf, grotesquely drawn, carrying fire in her mouth. She is on the rightmost wall, snarling and cowering. I reach out to touch her face and the paint is rough under my fingertips.
“The mother of sin, Ailyth,” a female voice breaks me from my trance. I turn my head over my shoulder and see a woman standing there, in the brilliant white robes of the priesthood, with hair so shockingly blonde it looks as if she were struck by ice. She receives my gaze and comes to stand beside me as my eyes flutter back to the mural.
“I’ve heard her name before,” I say, already wary, but it is the truth. My mother would mention her under her breath, like a curse, or a prayer. “However, I have never heard her tale.”
The woman smiles. Her face seems to be sloped towards the point of her nose, and her skin looks like it’s never seen the sun. “I thought that might be the case. Do you know of Skjold?”
She gestures to the parallel painting of a man in blue and white, with long brown hair, his hand raised as if to bless me. I have seen his crude countenance imprinted on gold coins, and emblems, and cheap market trinkets.
“Yes,” I answer, “your god.”
“Our God,” she corrects, with raised brows and a grin, like I am a child. “Our creator. The maker of humanity from the soil of the earth. When he first came upon our earth, he held the powers of ice and fire in his hands. Winter and summer, dark and light. He sought out to shape this crude world for us, so that we may live in it.” The paintings follow her tale, showing mountains being risen and rivers carved from the earth. “But he needed assistants, so he created them from the animals, and gave them human forms so that they could better serve him. Ailyth, the wolf, was his Lieutenant.”
I stare at the painting of her again, fascinated even if I believe none of it. Her fur is wild and russet brown, her eyes piercing gold. But her maw is too wide, her teeth too exaggerated, her body too malformed. She looks more monster than animal, a crude beast that lacks the beauty and grace I saw in the white wolf, even if there is a resemblance.
“They don’t seem particularly amicable with one another,” I observe.
“Because Ailyth stole from him,” she gave me a very sober gaze this time, with wide eyes, “she sought his power for herself. She betrayed him, and hid among the first people’s tribe, disguised as one of them, and soon gifted us power over the flame as well. But it was never meant for humanity to wield.”
I cast aside reason for the time being and ask, “So what happened to her?”
The woman regards the painting of Ailyth with distaste. “She was doomed by Skjold to remain a wolf, never to live within her human flesh again, so she could be prevented from committing evil and trickery. But we believe that she lives on. All of her children, wolf-kind itself, wander the earth, seeking righteous people to corrupt so that they may do her bidding. That is why they must be eradicated.”
Due to this mythology and their conceptualization of fire as humanity’s sin/weakness, the priesthood purifies through ice rather than fire, meaning that they often freeze people to death and subject themselves to similar treatment in order to be regarded as “Of God”.
Skjolism has not been officially adopted into their government, so Estare is technically a secular feudalist society for the time being. In Arros, there is no unified government due to widespread tribal societies, but the High Priestess lives in the temple called Solistera in Arros.
But of course, this is the colonized version of this tale! The native Arrosi people believe something much the opposite which will be touched on in later novels.
Thank you for the question!