1. I'm not entirely sure how sects would work; and the REASON that there are seven religions, no more, no less, is because it was calibrated for game balance. Beta testers apparently tried more and fewer, but found that seven hit the right balance.
2. If sects are to be implemented, it would be VERY difficult:
Christianity has a GIGANTIC number of sects, which can (fortunately) be divided into groupings:
Catholic
Eastern Orthodox
Monophysite(ish) Orthodox (Coptic and Ethiopian churches)
Protestant
Mormon (the differences from Protestantism are sufficient for them to be separate from Protestantism)
On that note, Unitarianism might be included.
Arian Church (no, not Aryan, you idiot!)--A church deemed heretical in the early period, very popular with Germanic tribes before they started ruling over predominantly Catholic Romans.
Islam, on the other hand, has only a few:
Sunni: The overwhelming majority
Shiite: Strong
Sufi: A very small sect, influential only because the Sufis are great philosophers and the Islamic equivalent of monks
And now we get into weird stuff:
Wahhabis: These are the nutcases who run Saudi Arabia's religious police. While many classify Wahhabianism as a separate sect, Wahhabis are really just hyperradical Sunnis.
Kharijites: I'm not even going to TALK about these guys.
Judaism:
Has Reform, Conservative, Orthodox, Hasidic....But nothing to fight WARS about.
Hinduism: Each individual person has their own sect!
Buddhism: The generally accepted sects are Mahayana (universalist "Great Vehicle", popular in East Asia, and of which Zen is a susbsect); Hinayana ("Lesser Vehicle", an insulting term for a sect whose primary subsect, Theravada, is effectively the state religion of Thailand); and Vajrayana ("Diamond Vehicle", a traditionally royal sect, combining the other two, which I beleive was practiced by Asoka)
Taoism: It's more of a philosophy, so there's nothing really you can say...
Confucianism: Perhaps you can use the variants of Confucianism developed by each of Confucius' followers...