So, I have never actively pursued religion in my game. I conquered Ra-Kedet though, which has a religion and a Holy Site with Shrine, Temple and Meeting House. I can't build any of the religious units there. I'm Monarchy. The pesky Russian's are spamming me with their apostles, and already Japanese have their religion. They'll get religious victory before I get domination. It's kind of interesting to see how you have to maintain presence in all aspects (religion, commerce, science, military) if you wan't to achieve any of the victories. I guess. Thanks for help.