Hello everyone,
I had the same problem. I got stuck at "choose a pantheon" with no pantheons to choose. This thread inspired me to create a janky fix. Here's what I did:
Essentially I did a search for BELIEF_DANCE_OF_THE_AURORA. And whenever it appeared I duplicated it and added 2 at the end:
I went to the Beliefs Base > Assets > Gameplay > Data > Beliefs and located file called Beliefs.xml
I duplicated the first pantheon -BELIEF_DANCE_OF_THE_AURORA
On line 8 I added <Row Type="BELIEF_DANCE_OF_THE_AURORA2" Kind="KIND_BELIEF"/>
On line 81 I added <Row BeliefType="BELIEF_DANCE_OF_THE_AURORA2" Name="LOC_BELIEF_DANCE_OF_THE_AURORA2_NAME" Description="LOC_BELIEF_DANCE_OF_THE_AURORA2_DESCRIPTION" BeliefClassType="BELIEF_CLASS_PANTHEON"/>
On line 1820 I added
<Row BeliefType="BELIEF_DANCE_OF_THE_AURORA2">
<ModifierId>DANCE_OF_THE_AURORA2_FAITHTUNDRAADJACENCY</ModifierId>
</Row>
On line 1823 I added
<Row BeliefType="BELIEF_DANCE_OF_THE_AURORA2">
<ModifierId>DANCE_OF_THE_AURORA2_FAITHTUNDRAHILLSADJACENCY</ModifierId>
</Row>
I then went to Base > Assets > Text> en_us> and found religion_text.xml.
On line 71 I added
<Row Tag="LOC_BELIEF_DANCE_OF_THE_AURORA2_NAME">
<Text>My new pantheon name</Text>
</Row>
And finally I went to Base > Assets > UI > Icons > Icons_Beliefs.xml
And on line 15 I added <Row Name="ICON_BELIEF_DANCE_OF_THE_AURORA2" Atlas="ICON_ATLAS_BELIEFS_PATHEON" Index="0"/>
Saved everything and the new Pantheon appeared. I have no idea what it does. But what's important is that I can choose the damn pantheon and continue with my game.
I hope this helps everyone else with the same problem.