Codenames 40

[Tarkeel]

The PYRAMIDs were built by the ancient Egyptians who had a polytheistic pantheon.
SATURN is perhaps most famous today as the planet, which is named for the ancient Roman polytheistic god.

The HIMALAYAS on the other hand are for me associated with Buddhism, which is not polytheistic.

After reading Azoth's spoiler:

Good point on -ic rather than -ist or -ism, which could point to objects associated with worship.
Perhaps a ritual DRESS?

So far my preference is SATURN > PYRAMID > DRESS

[JR4]

Well, that`s an ambitious clue. I agree that Pyramids and Saturn look like our best bets here. Himalayas is associated with several religions so I slightly prefer that for our third guess. After that.. I really don`t know. Dress makes some sense but it`s quite risky.

Let`s start with:

Point to Pyramids
Point to Saturn

[JR4]

Edit: Okay, it`s a clue for three words, not four that I thought. Assuming our two first guesses are correct, are you happy about going Himalayas next?

[Tarkeel]

I can live with that.

[El Grillo]

PYRAMID is red.
SATURN is red.

[JR4]

So far so good. 

Point to Himalayas

[El Grillo]

HIMALAYAS is blue.

Blue team is up.

[Tarkeel]

Oh well, it was worth a shot. I honestly didn't see any better options.

[Azoth]

Hmm. The trouble with DRESS is that you'd expect to be clued a type of dress, i.e. Tunic 3, that would then cover SATURN/PYRAMID. And there are at least a handful of other words associated with ritual: STRING (of beads), MARCH (as in procession), possibly EYE or WHIP.

So I'm leaning SPRING for our third word, for the various spring festivals that are associated with fertility gods. It seems like the strongest link to the idea of "many gods".

[JR4]

I`m really unsure of where to go next. Of several weak options, I think MARCH is our best bet as parades are often held to celebrate God(s).

Fwiw, I could be talked into either of DRESS or SPRING.