To whether he calls any place home, I see Lo as having been wandering for a very long time and not seeing any one place as where he's from. One of the mysteries he's curious about is where he even was born. Looking at the world map I'd initially say he came from the eastern continent, but can be flexible depending on the setting and story needs.
As for the gods, Lo has a respect for and interest in the gods as part of his own philosophical musings. At least at the start I don't see him devoted to any one particular deity, but instead having a reverence for most. I *almost* took the Religion skill, but couldn't quite fit it in compared to others. Maybe, depending on if Lo's selected and who else is chosen could switch the skills around and include it if no one else takes it.
EDIT: Given the emphasis on the gods in the game, want to put a few initial thoughts on some of the deities...
| DEITY | A THOUGHT | A QUESTION |
| Varaxis | "Honor is one of the few things that staves off our worst instincts... allows us to be... better." | "Is wielding hellfire... dishonorable?" |
| Atlena | "Love is neither good nor evil, it it is purpose honed and focused." | "Is hate or apathy the greater sin?" |
| Pnigménos | "Nature is fickle and merciless. Pnigménos reminds us of this fundamental truth." | "Was my survival luck, fate, or a mercy?" |
| Volena | "Without magical crafts, we mages would be tyrants." | "What wonders may I find to better walk my path?" |
| Nezeris | "It is fitting he oversees both magic and trickery. All magic tricks the mundane." | "Am I a courier if I walk with but my own message?" |
| Thiuna | "What I find so fascinating about the wilds is it does not care it is beautiful, like a painting it simply is." | "Did we err when we chose comfort over the unknown?" |
| Siarus | "I have been told that death makes life precious... what then to the life of immortals?" | "Do you care if a soul finds you willingly or not?" |
| Dusulla | "Yes! Let us dance, and scream, and cry, and laugh!" | "Is restraint a lie? If so, is such a lie a cruelty?" |
| Xoros | "Magic is what allows us to rise above greater creatures... in this all our our glories are in part the gods doing." | "If a book is unread, is it anything other than a block of parchment?" |
| Etari | "Justice... I've yet to understand its nuances... its depth." | "I wonder... what of all the greys in the world?" |
| Ira | "He tragic tale almost makes the gods seem like us mortals. Almost." | "Would she be pleased with what her progeny created?" |
| Selaryndirith | "To create in one's own image is natural, and yet makes us but echoes of the past." | "Do the different Elves all reflect their Father of Groves, or have they diverged?" |
| Faran-Vallith | "It is inspiring to see the strong help the weak. It is... cathartic." | "The sun is blinding... what does it say about the gods' help?" |
| Noara | "It is refreshing to know there is a god out there who understands the fiend within." | "Where can I find the same creativity that spawned such monstrosities?" |
| Uera | "That the pantheon's queen is from the underworld gives me peace that what is below can be exalted." | "What does my soul deserve?" |
| Nystus | "I have found some clarity in being reviled." | "What does death mean for a god?" |
| Oros | "To create something from nothingness is a true miracle. What would I create if I had such power?" | "Why is it we are so apt at our opposite, such as the forge god being so gifted at destroying?" |
| Qalo | "The glory of violence is an aspect that both too few and too many appreciate." | "Are our efforts to end conflict in opposition or in concert to it?" |
| Aedros | "Being cold is a rare luxury for me. It's memorable." | "I wonder how he gets on with Pnigménos if at all?" |
| Izona | "The gods deserve our thanks, for me she holds a special place." | "Roads are truly divine, are they not?" |
| Ulgius | "Sometimes our good fortune is dependent on another's loss." | "I wonder what Ulgius would have done if he had won his war?" |
| The Vaitin | "Rules broken are just empty words. Rules followed are as real as the earth beneath my feet." | "How could I ever live up to such beings? Is it hubris to even wonder?" |
| The Khin & Yven | "Duality manifest, I find their existence puts to question my own." | "Do we all fall prey to our cause, our purpose?" |