If you have a GPr, and there is a religion left, you should have been able to found. It does not matter that your cap is following a foreign religion. Likewise, you should be able to enhance even if you loose control of your holy city (I think that is case). If not, use your GPr to convert your cap and 3 expos. You should be fine.
I guess I didn't explain that clearly. I had already founded Eastern Orthodoxy (Byzantium). The prophet I referred to was one that spawned exactly the same turn (or next turn, I just know that my cross turned into a crescent over Constantinople) that jerk guy from Morocco hit me with his great prophet.
When I looked at the great prophet he had the crescent moon on his conversion counter.
I figured my religion was gone completely so I ragequit.
But what would have happened if I hadn't? I didn't even look to see if the enhancement bulb was there. If my religion is no longer in my holy city, he can still enhance it?