The Order isn't really the biggest religion, just the most obnoxious. There is a full pantheon of Gods that are worshiped throughout the land, which aid rather not go into as it would railroad people who wish to play clerics.
So, the Order isn't the biggest religion, and a lot of people don't see them as a religion, but a gang of mercenaries who use religious ideals, with a few people thinking they are cultists.
The thing is they don't believe in the pantheon, despite there actually being evidence to the contrary (cleric magic), though some members might concede that other gods exist if forced to interact with clerics of other religions.
I don't have lore WRITTEN up on the world as a whole, largely because this RP will be set underground, in a sealed off environment, so the greater setting will have little influence, and my personal style of RPing and story telling involves hinting at places and things early as if everyone knows of them, so readers draw their own conclusions based on context clues, then go into them later.