Has anyone founded more than 2 religions in Emperor, that was my best. Someone usually beats me to the third one and I can't go too long without essential techs like Animal Husbandry.
If you have an Industrious leader you could found Confucianism with a Col Oracle slingshot. This will nearly always work at Emperor, it also puts you on track for Taoism. If you build SH with Oracle you are guaranteed an early Prophet, so you could bulb Theology, you even have a shot at Divine Right later.
I founded 4 religions in my recent Immortal game with HC using the described method. My position was isolated, so I knew I was going for a cultural win from early on. I built SH, Oracle, AP, UoS, Spiral, Sis and Taj in the capital. I cottage spammed two river cities for the 2nd and 3rd legendary candidates. There was a convenient triple food source water city that I used as an artist farm with NE. By the time I discovered Liberalism, my cottaged cities had nowhere near finished their cathedrals (lack of copper didn't help). So I ended up teching to Radio for ET, Broadway and R&R, and used the free resources to trade for seafood, as I founded Sushi. When I FINALLY threw my economy into culture I was generating near 1500 culture per turn in each city, so the game was over in a couple of dozen turns.
I must confess it was a very weird game, and I would not suggest that founding 4 religions on Immortal is normal or desirable. Most of the leaders on the map turned out to be warmongers (Monty, Brennus, Isabella, Sury), and this slowed down the pace of things, so I ended the game with a massive tech lead, and top of the scoreboard. If my rivals were Financial tech whores the situation could have been more difficult.