The Accoutrements Of Daily Life Add Color But Not Meaning
That being said, would the Religions necessarily be related to their
favored magic, considering the very nature of magic being the ability
for human beings to do things that defy the laws of physics and
reality?
This is the weak chain in the link.
There is no reason for this to be the case, anymore than religions in our world have any relationship to science and engineering. Nobody goes to the Church of Newton (unless you live in Newton, MA).
While religions reflect their adherent's understandings of their world and their way of life, that doesn't mean that people worship the ordinary things that they deal with on a day to day basis.
The ceremonies by which people celebrate their religions may incorporate almost thoughtlessly, local magic.
People who can remotely light candles are not going to have six foot candle lighting rods sitting around their temple sanctuaries, and if they do a lot of fire magic, they may choose to decorate in non-flammable materials.
People who can levitate probably aren't going to have a staircase to the pulpit.
But, these local innovations may not even been seen as having religious dimensions to them, any more than people who put aluminum siding on their church in our world because that is a material that is expedient and easily available do so because there is anything inherently sacred about aluminum siding.
The more infused daily life is with magic, the less likely it is to have religious significance.
To understand a religion one should look to its members needs emotionally, to the uncertainties and triumphs they face as a community and as families within that community.
What are the defining events in the lives of people in this religion? What are their greatest fears? What events trigger emotional highs and lows? Identify those and there will be rituals and prayers centered around them.
Some could be magical in nature.
If you come into your magical capacity or identify your magical specialty at some age, that could be celebrated in a coming of age ritual.
If people have magical power that varies from time to time in an emotionally relevant way, for example, leaving you deeply depressed after using a lot of it, there might be some personal rite by which the religion helps people deal with it (perhaps analogous to the Roman Catholic practice of private confession of sins).
Birth, marriage, and death will be important in every culture.
Know your world and you will know what has meaning to people, and hence, what the religion will have rites to help people cope with in their lives.
Religion Evolves with the Scale of a Society's Political Economy
Historically, a fairly common succession of religious world views goes from animism (somewhat naturally arising out of an anthropic view of the world from the perspective of a hunter-gatherer), to not necessarily very human-like gods (at the Neolithic transition), to ancestor worship, to polytheism (paralleling the political world of a chiefdom or small state as individual divine ancestors become shared divine ancestors), to monotheism (paralleling the large universalist bureaucratic state), with intermediate stages along the way. Consider where your religion is on its path, where it came from, and which stage it will be heading towards next.
A society fresh out of a polytheistic stage to a monotheistic one may have lots of revered saints to smooth over the transition. A sect of a more mature monotheistic sect, like the Puritans, may seek to tear away all of those residual elements used to make the last transition so as to purify the faith of its heretical antecedents.
It can get slippery. The animal sacrificing Temple Judaism of the ancient Hebrews, for example, would be barely recognizable to a modern adherent to Rabbinical Judaism, even though, there is an ancestor-descendant relationship between the two phases of the Jewish religion which has not fully rejected its earlier traditions, and even though they are religions known by the same name.
Metaphysical Worlds Mirror Contemporary Political Structures
In addition to following an evolutionary path somewhat related to the political and economic structure of the world where it exists, the organization of a religion's metaphysical world tends to echo the political structure of a world, because most people aren't all that creative when it gets down to it, when it comes to imaging other possible worlds.
If people live in rival kingdoms, the metaphysics of their religions probably have a royalist perspective with different kingdoms (perhaps heaven, purgatory and hell, or more), in the divine world.
Religions Fixate On Norms Needed For Community Survival
Religions reflect the values and norms its people think are critical to their culture's continued existence as of their formative period.
The ancient Egyptian religion placed the maintenance of a firmly legitimate dynasty rooted in the annual rhythms of the Nile above all else because this is what made their continued existence as a civilization possible.
Confucian philosophy's focus on hierarchy and order met the needs of a society sundered by lawless feuding warlords who destroy each other in struggles for power and barbarian raids, who need to be unified by clear lines of authority in order to maintain internal peace and repel invasions.
The earliest portions of Old Testament Judaism and early Islam reflect the values of people living a nomadic herder life, where a culture of honor is necessary for survival and harsh punishments are the only option because the community doesn't have the resources to maintain jails and prisons.
Temple Judaism reflects the needs of a newly urbanized group of people who have transitioned from nomadic herding, to sedentary farming (and the Temple designs are classic megalithic astronomy devices useful for managing crop cycles).
Rabbinical Judaism elevated literacy, scholarship and ritual observance to supreme values in the face of an urgent need to preserve the community's tradition and intellectual existence while cast to the four winds in small diaspora communities.
Christianity brought norms that tended to the needs of an intensely urban society of merchants and craftsmen living cheek by jowl, in which an underlying theme of forgiveness served the community better than a culture of honor that turns slights into blood feuds.
The moral creed of the Methodists of the First Great Awakening in the United States focused on providing its parishioners with bonds as fellow members of mutually supportive communities who needed each other, each and every one, as pioneers in the wilderness.
The Evangelical Christianity in the American South that arose in the Second Great Awakening cemented the values and attitudes its members felt they needed to maintain a slave labor based society.
If you want to create an authentic feeling religion for these magical people, ask yourself what norms this community needs to drag its people into in order to face its most urgent challenges better. Stick to just one core norm or perhaps a mysterious give and take of a couple contrasting norms that must be balanced like mercy and justice.
Is the existential threat these communities face infighting? Is it a failure to innovate and overcome their rivals? Is it unleashing Pandora's box by being too innovative? Is it the need to work in harmony with other kingdoms, or the need to fight to the death to repeal genocidal invasions? Is it the need to prevent uprisings of the lower castes? Or is it the needs to prevent magical talent from being diluted through out marriage to people who aren't magical?
Understand what values the community needs to survive and you have written the homilies and parables that will be taught in the churches and temples and home altar hearths.
Religions Thrive When They Nurture Threatened Cultures
Another dimension in thinking about religious world building is how vibrant the religious part of life is in these kingdoms.
As a rule of thumb, religions that nourish and are a part of a threatened culture thrive, while religions that merely echo widely held establishment views fall victim to apathy and shallow commitment, even if religious institutions have ample economic resources and state authority at their disposal.
Irish Catholic churches, during centuries of oppression at the hands of English Protestants, were vibrant institutions full of earnest and devout parishioners. At the same time, French Catholic churches, continuing centuries of tradition and controlled by senior clergy closely related to local nobility, gathered dust and had lots of vacant pews most of the year.
Immigrant churches and, in the U.S., African-American churches of oppressed outsiders thrive, while mainline churches have in recent times after being co-opted and losing their ethnic identity, go through the motions.
If there are expatriate communities in these magical kingdoms, you can expect the churches and temples of these foreigners trying to hold onto a sense of home to be better attended and more respected by its members and more strongly supported, than local churches and temples of people who take their culture and faith for granted.