There are a few other gods who are mentioned, but have no religion, including Gullah, Hanuman, and Jhil. However, they may all be subordinates of Jhebbal Sag, so perhaps it is more understandable for them to not get proper religions.

I don’t think Dagon is likely to be added though. The full lore of what happened in the Sunken City is still something I find difficult to understand, but I think there may be a good reason why Dagon is missing from the Exiled Lands, despite playing a major role during the war.

I think Bel, the god of thieves, was a favored candidate to be added before Zath was selected instead, so Bel may have a pretty good chance of being added.

There are several gods who are also named in certain unimplemented things in the devkit, including Ajujo, Bel, Erlik, Gullah, Gwahlur, Katar, Pteor, and Wiccana. These could be placeholder red herrings, or they could be a sign of things to come.