I love the sound of companion characters having independent skill checks, I also think that it's absurd for a cleric of Selune or Shar to be blindsided by this, clerics of Shar especially should float some kind of secret handshake immediately anyway.

As for a religion skill checks, sure, if it makes sense for Larian's world. Or better yet some kind of prologue to acclimate you to the world, but that's a dead horse by now.