in buddhism they have the concept of the vehicles. they mainly apply to buddhism but i think they work for all religions
that is:
hinayana - small vehicle
mahayana - great vehicle
vajrayana - diamond/thunderbolt vehicle
what you are describing is the hinayana; the personal path to enlightenment. read about all religions as different schools of thought and realise that they are all just as true and just as false as each other.
now 'organised religions' can be categorised into the other 2 vehicles.
the great vehicle is the 'mainstream' religion.
designed to be understood by the majority so everybody has atleast a basic guideline to enlightenment. following this path may take many lifetimes.
the diamand vehicle is the secret, esoteric teaching that every religion has or atleast did have. generally these things were only for initiates but rn you can find a lot on line.
i recommend /fringe/, although it is full of idiots; read the faq and download the mega theres some good wisdom there.
also watching documentaries is great, its good to find out what youre interested in - that one thing youre always searching for. (to know one thing completely is to know everything partially)
for me i say religion but really its more than that but i found its good because if i want to learn about maths i read about sacred geometry if i want to learn about something else i think about how it intersects with what im interested in ygm.
also try to think of it less as a religion like a sturdy unchanging belief; more like a personal folklore thats ever evolving.