My friend, religion is very, very simple.
I will tell you a secret: most people make the mistake of founding their religions too early.
Do you know that there's no time limit to found your religion after you have earned your great prophet?
Just park him somewhere or explore the map with him (he can't die anyway) early on, you waste hammers on early temples and you don't have enough faith going to get apostles to enhance twice AND to launch an inquisition... in the meantime spread it and defend it from multiple AI... no you can't do that, not on higher difficulties. Wonders like Mahabodhi temple are so hard to get and not worth their hammers anyway. Use your prophet as a scout, to harass AI movement, or to block choke points such as a narrow pass between mountains (if an army is coming to surprise DoW you, they will not DoW until they make it to your borders, if they don't have sight on the other side of the mountain pass, they cannot move through).
Get your empire up and running, build your important districts and play normally, get holy sites in all the cities you care about at your leisure. If AI comes to spread their religion with an army of apostles and missionaries, let them do that all they want. If you're lucky the AI's religious units will fight each other, exhausting their own faith income.
Then, when you've noticed the AI has stopped sending their apostles (or if they do it is no longer as a horde but only one at a time), get your great prophet to the city you want to be the holy city, and found your religion. This is now midgame and you should have a nice stack of faith now to purchase all the religious buildings and apostles you need. This is very important when playing as Arabia, being last to be founded, your religion has a very poor chance of surviving without huge investment. Hence, delay founding it may be a wise decision. (if you don't have enough faith to enhance twice, and/or do not have temples in all the holy sites you care about to get the +10% science/culture from their building, then don't found just yet!). As long as your religion remains mere a divine epiphany in the mind of your prophet, it is invulnerable. The quirk is that, when a religion is founded, ALL of the founding player's cities with a holy site will automatically convert to that religion (not just the holy city as was the case in Civ V); in other words, you've just flushed ALL the efforts of the carpet of religious units the AI sent at you down the drain (would probably be a particularly nasty thing to do to block a religious victory by the deity AI, which appears as a threat every now and then... once they get close to winning, found your religion, and poof! The AI needs to convert your entire empire again). Conversely, do NOT spread religion to another player if they have any holy sites and the last religion has not been taken. You may find all your efforts similarly wasted. If you do this late enough (by that time you've had plenty of time to focus on Yerevan, which is the BEST CS for religious victory), you may be looking at a super-easy religious victory as the AI has spent all its faith already and the cost to buy a single apostle is in the thousands whereas you haven't bought any religious units at all prior. Waltz in with a bunch of proselyters and translators and take over their whole empire. This is the easiest deity victory for Arabia under the right conditions.