A slur used against people who do not follow the speaker's religion.

That is about the Marvel Thor, so most likely no.

Christianity.

The first Roman missionaries were sent by Pope Gregory to the Isles of Thanet in Kent to convert the Anglo-Saxons, who, back then, were heathen, which means that they believed in Heathenism.

It can mean a lot of things:

移交 [yíjiāo] hand … over

遗教 [yíjiào] teachings of the deceased

异教 [yìjiào] paganism; heathenism; cult

...

Shamanism is an aspect of the animist Nature- and Calendar-worshiping religion variously called Paganism, Heathenism and lately Wicca ( pronounced witcha ).

Shamanism is not a religion but a set of practices. Originally derived from the Tungus language the term has been applied to many cultural and folk practices by anthropologists and religious studies types. Paganism and Heathenism are not generally regarded as religions but rather as umbrella terms for groups of religions and spiritual practices. Although there has come to be a quasi religion evolving out of eclectic Pagan practice.