I've just
sent in a possible bug but now I'm not so sure anymore.
It seemed obvious at first that somethings not working correctly but after a bit thinking I came to a possible solution why I would have that problem.
Screenshot
When I had founded Judaism, I converted in the very turn my holy city (Medina) had been chosen. But it seems that before the game had noticed it's my state religion, the religion already spread to Egypt (Thebes) because the next turn it appeared there.
I believe, it could be a wrong order of parameters?
In the screenshot you all can see that Rome has Judaism as state religion aswell. At first (and that was the moment I thought I should send this "bug" in) it seems like Judaism spreaded from Arabia to Rome but it's more possible that it spread from Egypt to Rome.
This means, that the mod works, but because Judaism is already outside my borders, it spreads from there.
(I played a bit further and soon the first French city will get Judaism, from Rome most likely.)
Conclusion: This "bug" destroys the Judaism concept.
Thought you all should know, have a nice day (again).