The main file with easy-to-change settings is GlobalDefines.xml. Make a copy before messing with it!
The easiest way to find it is, with Civ running, right-click and pick Options -> Show in Finder. Then right click -> Show Package Contents.
From there, Contents -> Assets -> Assets -> Gameplay -> XML
There is both so much more, and so much less, than you would expect!
That XML folder also has folders with names like Civilizations and Leaders, so those I would expect to allow you to change CS and leader names (not that I have tried that myself).
I do not think there is any way to uses those files to change religion in the ways you describe.
There is a (mac compatible) map editor that lets you set a game up to start civs with religions, but that is a fiddly one-game-at-a-time approach rather than a mod per se.