How about the theocratic daoxue state in a province Sichuan?
It is known that after defeat of the Yellow Turban Rebellion in III century, the part of rebels has settled Sichuan where has united with large daoxue sect existing in this province.
In 214-215 years Cao Cao attacked this state and has subordinated this state. However the daoxue state has reserved an autonomy, and has been destroyed only in the XX century.
This state can be analogue of papal states in vanila. Good relations with theocratic dooxue state and its protection can give a bonus of loyalty for the provinces having the daoxue population (for example). And bad relations with this state should cause religious revolts in such provinces