I deal with this by making the religions, or where they place value in creation of what, all different enough to not overlap. I can't think of a good way to illustrate this, other than I guess just explaining my own examples. Sorry for the lack of finesse.
Humans- Their god is important to them because he created humanity (he was a member of Race 2). His children form a lesser pantheon.
Race 2- Immortal animist druids, also deified their leader (different titan than the human god). They were peaceful nature worshipers until a cult of personality developed around her because she created the continent they live on from her own blood.
Race 3- They worship the founder of their religion, because he also created their social castes and societal structure.
Race 4- Ancestor worship of their ruling warlords/ the creators of their bloodlines. This is because they created power.