I should start off by saying this is just a guess as I have never created a whole new effect. But Im pretty sure its somewhere along these lines.
Im assuming you have attatched each one of those to a missionary skeleton, correct? Well if you have open the nif and look for the node that says "EFFECT_MISSIONARY_ACTIVE_XXXXX". You'll need to change that to say "EFFECT_MISSIONARY_ACTIVE_CAANANITE", for the caananite atleast. Then your going to have to copy the kfs that your using over to your new missionaries folder. Now open the activeation kf. At the bottom (2nd to last line) you'll see the NiTextKeyExtraData. Open the drop down menu and then open the Text keys, one of them will be for the EFFECT_MISSIONARY_ACTIVE_XXXXX. This controls the time during the animation that the effect goes off. All you should have to do is change the religion name like for the node in the nif.
Now that you have all that done, youre going to need to create an appropriate effect nif for it. The nifs for spread religion are found in art/effects/unit_missionary_activation. If you open the nif you wont be able to see anything. But you will see that the the PC icon node will have a texture taht needs to be changed to your new religion icon. Everything else is particle effects and should probably be just fine as it is. Look for the the icon texture in the shared folder (fx_religion_XXXX.dds). Now you need to make a 64x texture with your new religion's icon in the same fashion as the vanilla ones. Then go to one of the vanilla effect nifs and assign your new texture to the icon node. Then save with the new name. I would assume the nif and textures needs to go in a similar file structure in your mod's art. Maybe Im off on a bit of this but I wouldnt think Im too far off.