From the game's encyclopedia
A Religion can consist of many different denominations, called Faiths. Religions, in turn, belong to one of four larger Religious Families; Abrahamic, Dharmic, Sinitic or Pagan.
The game's text for patch 1.20.1.2. Words in blue are entries of the encyclopedia: hover one to read it, as in the game.
Religion is an entry of Crusader Kings III's in-game encyclopedia. The game explains it: "A Religion can consist of many different denominations, called Faiths." It is part of Faith. It covers Religious Superior and Religious Subordinate. The game also links it as Religions. Patch 1.20.1.2, from game/common/game_concepts/00_game_concepts.txt and game/localization/english/game_concepts_l_english.yml.
Source: game/common/game_concepts/00_game_concepts.txt, game/localization/english/game_concepts_l_english.yml and the English localisation, Crusader Kings III 1.20.1.2.