My approach is to first establish what is absolutely true. In Sertorius this means that the gods described in book all exist, that Aetia is a kind of transcendent deity that is the source of all things (even if the gods created the particular features of Gamandria itself) and that Senga died, and this somehow produced the Sertori.
But we still have a bunch of different religions. Even with a given god, like Ramos, there are numerous faiths: The Church of Light, The Church of Ramos, The Cult of Sarda and endless pantheons that include Ramos in some way. At times these religions contradict one another, so which one is correct? We left the answer deliberately ambiguous and allow the GM to decide. My own solution, in my campaigns (which we hinted at in the rulebook) is that Ramos is capricious, and even a bit of a jerk. He makes agreements all the time with individual prophets and is willing to experiment with different guidelines for his followers. What matters to Ramos is that people honor their agreements. He holds mortals to the specific covenant he has made with them. This means he can acknowledge both the Church of Light and the Church of Ramos, and even though they have different creeds, he expects both to abide by those creeds.
Another instance where we breed deliberate ambiguity is Sarilla's motives and role in the death of Senga. Again, this was to allow the GM to have ultimate say, to maintain some of the mystery. Is Sarilla evil or is she good? Or is the answer more grey? In the book there are some standard explanations offered but these are by no means definitive. We didn't want to answer this question because how you answer it has a huge effect on the setting and we felt it was better to keep this aspect of the world a mystery. The GM is once again free to offer up his or her own answer. The key is the players do not know what that answer is until well into the campaign (if ever).
I am using the same approach in Wandering Heroes of Ogre Gate. Sometimes it is broad and significant. For example Dehua believes in a cosmology of two parallel realms, while Yen-Li believes in a cosmology of thousands of realms. Sometimes the ambiguity is more subtle, like when we address specific gods or spirits that are understood differently by the different religions. Here is an example from two entries on the afterlife in the chapter on religion:
The Eight Magistrates: According to Dehuans, the dead must undergo a period of judgment and review by the eight magistrates. Each Magistrate spends a day evaluating the deceased, based on celestial records of his or her actions in life. There is one magistrate for each major Dehuan Virtue: Filial Piety, Propriety, Tradition, Order, Wisdom, Integrity, Loyalty and Righteousness. Other religions believe in similar deities but the precise number and nature of them changes to match the faith’s precepts.
The Majestic Lion Cult: This religion originated in the West but accepts much of the cosmology shared by Dehua, Yen-Li and Qi Jao. They believe in a figure called the Majestic Lion, who carries souls to paradise in the afterlife. According to their system of belief, to enter paradise one must be free of outstanding grudges. This means you must spill the blood of your enemies before you die. Only the will the Majestic Lion deliver you to Paradise.This isn't meant to confuse. Rather it is meant to give the players a clear sense of how different people understand the afterlife, while giving the GM the ability to decide for his or her own campaign. There are at least three alternative views of the afterlife expressed here. One entry offers disagreement on the nature and number of the Eight Magistrates, the other posits an entirely different view on what happens after death.
Ultimately this is a great way in my view to create diversity but still have the setting cosmology be objective. One thing it does rely on is the GM choosing what is real and what is not. In Wandering Heroes of Ogre Gate we also address this in the GM chapter, at times weighing in with a definitive answer (such as how the Mandate of Heaven actually works).