Although I cannot completely resolve your problem, I can give you a little hint.
A problem concerns allowing a certain number of buildings (7, one for each religion) and make ALL of them unavailable when ANY of them has been built. In other words, if you build one of them, you can no longer build the others.
The solution is not simple, but, for another similar situation, I've found this way (although not so good).
When you discover the required tech (Theology?), you receive a free unit of a certain class (a sort of great prophet, but it should be a new class of unit; let's call him Super Great Prophet!! Or SGP, for short). Let every unit receive one SGP, as soon as each one discovers that tech.
Now, you can use a custom event, which is triggered when you have a SGP unit. This event could allow to start building the Palace, and you can either choose which Palace version you want (which religion), or you can bind it with the current state religion, to allow only the version related to that religion. The building of the Palace could involve an expense of gold, a period of anarchy, or whatever you want.
Most important, when the building is complete, the SGP is REMOVED from the game, thus preventing you from building other versions of the Palace.
Of course, it's NOT the best solution of your problem! I've told you it anyway.
