I’ve heard about this upcoming new religion and the wiki lists it alongside the IoS content. Is it planned to release alongside 2.3 or it is planned for a later time?
Not for 2.3, different update.
I think not. From the last news here in Forum 2.3 is near it’s final release, but new Informations are near. I think (and hope) that the new Religion and so much more from the producers letter (from December) will come with 2.4 
Oh, there is lot of interesting gods and still not in game. New armors, new piece of buildings…etc. This game needs more Hyborian content / DLC too.