Did the Ghaznavid Turks convert to Buddhism and Hinduism?

Au contraire -- they embraced Islam. In fact, they became agents for the spread of Islam (by military force) into India south of the Indus region. They set the stage for the creation of the Delhi Sultanate in India under Muslim rule. Buddhism for the most part seems to have been actively discouraged (the destruction of the Buddhist "university" at Nalanda in 1193 was part of this). Hinduism, the religion of the majority of the population living in the Delhi Sultanate was tolerated. Hindus had to live under "protected" status which involved paying a small head tax.