Religion scales in a different way to most other things, in that it's
not reasonable for the "real" divine beings to be duplicated in each
new area of board that's explored, yet the religious mechanisms can't
just scale up to infinity either.
So I'd go for two answers:
1) The reality (if that's a good word for a game's implementation of myths) is the Roman model, with a single pantheon that maps one of its own deities onto each new one discovered as more areas are opened up. Eg the Fierce One may be called Mars at the start area but Ares or Thor in other places - it's the same Old One behind all of the different manifestations.
2) The players and aliens see it differently, more in the Sumerian model where each city has its own deities, and their fortunes go up and down with the relative dominance of the cities. So when Babylon conquers Ur, mythology changes to make the Babylonian god supreme over the Ur gods. In these terms the followers of Mars are in some sort of competition with the followers of Ares and Thor.
In TBG terms this has a set of Old One manifestations for each region, and each officer can choose only one particular manifestation to follow. The "mobile" types of favour gain such as scoring combat hits and communing always give favour with the officer's own manifestation. The "static" sources such as temples and adventures only give favour for the local manifestation. There's no favour transfer when changing to a new manifestation, so there's a strategic choice between staying in one area and building up religious power there, or travelling between areas and having less favour.
The relationship between the regional religions ought not to be something like sending representatives to the college of cardinals to elect an overall Pope as that overlaps the political system too much. Probably something like a ladder where each prophet can challenge the one above them to a favour fight would be better, with benefits to the prophet, and possibly their religion generally, for being higher up the ladder. This generally leads to regional alliances under the religious banner, as prophets try to recruit players into their region to build their own favour income.
There's a potential problem in making it too easy to become prophets in a new area, eg if you're the only ship in a region you can become a 4-way prophet as soon as you save up the favour. The benefits would be less than for prophets in populated areas of course as there'd be no favour income from followers, but it would give chosen status.
Countering this, it might be enough to let dybuks escape of their own accord in regions where there's not much religious activity, as that would make being the only ship in a region too dangerous for anyone too big to hide behind aliens all the time.
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This is quite appealing, but Big Thinking has got me back to the 2-dimensional political/religious space view now shown in today's update at http://www.pbm.com:3507/tbg/STATE
This is very much opposed to counting either the Mighty or the Wise as "just arbitrarily Evil", by putting their differences at right angles to the Good/Bad axis. Old folks may recall a similar split in the D&D world, with Good/Evil in one dimension and Law/Chaos in the other. The Mighty/Wise scale is somewhat different to Law/Chaos: try these ways of looking at it.
1) From the computer games of Civilisation, it's monarchy at one end and republic at the other. In terms of TBG rules, the monarchy/imperialist end brings a lot of alien warships into Starfleet and allows great flexibility of who can lead them and where they can be led. The republican end has weak military and great scope for trading, research and corruption profits. In general players may choose republics in peacetime and empires when threatened by major invasions.
2) In terms of the Napoleonic wars, the imperial end represents the Revolutionary French idea of freedom for the masses against oppression by the strong individual, while the republican end represents the British pre-Industrial Revolution idea of freedom for the individual against oppression by the massed state.
3) In 20th century terms, the republican end is the freedom of Hayek and Isaiah Berlin, based on private property and private space, while the imperial end is the social freedom of the welfare state.
4) In Roman terms, the republic relies on virtue and civic duty to make the population rich and powerful, but collapses into civil war when these fail, while the empire pays for enormous military power (and even more civil war) by turning the citizens into hereditary worker castes.
5) The numbers of officials in each area of the imperial/republic scale are significant. Under an imperial government most power goes to the Admiral, of whom there's only one, so government is firm and decisive but has difficulty responding to multiple problems at once, or when an incompetent gets into office. At the republican end there are four Ministers, able to cover much better the same amount of political space as the Admiral has. If they act as a team they'll be much more efficient than the imperial Admiral, but they're also much more prone to factionalism and indecision.
The other dimension, Merciful/Fierce or Good/Bad, is much simpler and affects the government in a different way. Imperial/Republic controls the form of the government and what it can do, Good/Bad controls the morality of the government and how it can do what it does.
For example, an imperialist government has good warfleets, but it can only use them to crush rebellion on its own member worlds if it's at the Bad end of the moral dimension. If it were at the good end it might well not face rebellion at all, but would be unable to use force against them if it did.
The design intention is that there is no single correct government type: players will move it around over time both for external reasons and to meet their own ambitions.