Nice post, I'm a big Tolkien fan myself and I had never noticed there was no religious system or foundation.

Not sure if you'd be interested but I stumbled upon this youtube channel a couple of weeks back, which gives a more detailed and in depth view of middle earth.

https://www.youtube.com/user/ManggMangg

He has started exploring the less known history, and collecting information from Tolkien's less known works relating to middle earth.

Anyway keep up the good work :)