Are there any reactions or comments from the Protagonist's companions if they have a matching or directly opposing faith?
For example. Does Harrim respond differently if you are also a cleric or an inquisitor of Groetus?
Or on the opposite end, does Jaethal say anything if you are a cleric of Pharasma?
The NPCs aren't really that reactive, at least not so far (I got to the end of chapter 3 before I stalled out and decided to wait for patches).
Basically you get them to spew their background the first time you have them at the trading post or in the capital. They talk a bit when a companion quest comes up, but other than that they maybe have one reaction prompt after their companion quests.
Despite having them around for a year and a half, they really don't have much of anything to say.
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A random vendor reacted to my Aasimar heritage, but it didn't change anything.
If the companions have anything specific to say, I'm pretty sure it will be a snippet that will never come up again. Given the number of times I had to berate NPCs on their alignment choices as a paladin (trying to keep centered by focusing NG and LN choices), they just shrug, make a pithy comment and the interface goes back to the standard choices to make them repeat their backstory.
Playing as a paladin of Abadar, my faith has come up a handful of times, but mostly with the other NPCs, but it doesn't seem to have opened up any meaningful options/opportunities. Personally, I feel like faith should guide dialog options sometimes just like alignment does. I mean, the 'typical' LN alignment choice for a given decision isn't going to be the same as the Abadarian choice, which might not even be strictly LN. A paladin of Abadar should be focused heavily on building infrastructure and promoting trade, whereas a paladin of Shelyn is going to care more about endeavors like Linzi's print shop, or sponsoring an acting troupe by building a theater for them to perform in. But that feels more or less completely absent from the game so far.