dh, I think youve misunderstand my model in how you cange religion.
There are four primary religion techs, namely Polytheism, Monotheism, Dharma, and Secularism. Each gives you a one-time chance to switch to any one religion within that group (Animism, the other broad religion class, is the default religion). Of these, monotheism and dharma have polytheism as pre-reqs, and secularism should have early modern age pre-reqs, such that it will almost certainly be the last of these techs to be gained. In this model, dharmic religions are on an equal par with monotheism for when they can be acquired.
Note that national religion in this sense isn't referring to a state-sanctioned religion (that would be a theocratic government), but rather to the popular consensus. Almost no modern western country today has a formally state-authorised religion, but we can't deny there is a popular consensus for a particular religion.
In addition to the one-time switch option when gaining those techs, you may also get religious great leaders (prophets etc) who have, as a special function, an option to change your national religion to anything you have the tech for. Leaders allow for some truly astounding religion changes, even as far as going back to animism.
So, to address your points.
Hard-wired evolution paths in the tech tree would let you play through what happened in history. Embrace Judaism, then Christianity, then Protestantism. You wouldn't be allowed to do anything too drastic, like Judaism, Christianity, then Buddhism, but you'd still get some of that evolution. This model has some realism to it.
You'd have everything historical through the basic model. Great leaders would allow you the surprise religion change in adition to that.
But you'll never have more than one religion in a Nation.
Except in periods of transition, I can't think of any stable historical situations in which multiple religions have existed together in one nation peacefully as co-dominant partners. The nearest thing to that would be Buddhism and Shinto in Japan, but that has evolved into something that is distinctly different from both original religions. they fused rather than remain distinct. The other major example is India and Hinduism/Islam/Sikhism, and there we have a lot of continuing religious strife from time to time (the massacre at the Taj Mahal happned within our lifetimes). But even there, Hindus account for over 80% of the population, a comfortable margin over the next group (12% Muslim).
I'd like to see a stable region with, say 40% adherents to each of two different religions, or something even more poly-denominational, but I'm not holding my breath.
You'll never see people converted except when the government makes a sudden change.
Guilty as charged.
And you'll never see what could have happened if Europe embraced Buddhism, and everyone put their own spin on it like they did Christianity. Christianity divided significantly, whereas Buddhism is a bit more consistent (without being monolithic).
Also guilty as charged. And interpreting what civ X would have done to religion Y is, in my opinion, politically very dangerous territory. It is far safer to stick to what religions have historically done rather than hypothesise over what those religions might have done and build opinions on counter-factuals into the religion model.