You only have to edit three files to change a faction's religion to an already existing religion. In SS/data/descr_sm_factions.txt find the faction that you want to change and change their religion like this:
Code:
faction denmark
culture northern_european
religion catholic
symbol models_strat/symbol_denmark.CAS
rebel_symbol models_strat/symbol_rebels.CAS
primary_colour red 239, green 185, blue 24
secondary_colour red 0, green 69, blue 142
loading_logo loading_screen/symbols/symbol128_denmark.tga
standard_index 4
logo_index FACTION_LOGO_DENMARK
small_logo_index SMALL_FACTION_LOGO_DENMARK
triumph_value 5
custom_battle_availability yes
can_sap no
prefers_naval_invasions yes
can_have_princess yes
has_family_tree yes
Change the bolded text to whatever religion you want. Then in SS/data/world/maps/campaign/imperial_campaign/descr_strat you find your faction again and change their religion like this:
Code:
faction denmark, sailor smith
ai_label catholic
denari 10000
denari_kings_purse 1900
Again, change the bolded text to whatever you want. In the same file, you should also find all of your faction's starting settlements and delete the religion buildings that they start with. Then the last step is to go to SS/data/export_descr_buildings.txt and remove your faction's ability to build your previous religion's buildings and add your faction to your new religion's buildings.
One additional step you might want to take is to change your home regions starting religion levels. I believe this can be done in SS/data/world/maps/base/regions.txt
Edit: The steps I described are pretty much the essential steps you need to take. I looked at your thread and it looks like the guy who responded wrote some extra steps that would make it better like changing the look of your priests.