I really like that the whole cosmology of the Iron Kingdoms isn't really defined all that precisely, with most of what we know as players coming from the inhabitants of the setting itself. So anything I'm asking here is more about the people's view than the "Real Truth(tm)".
One thing that seems to be pretty definite, and well-known enough to the people is the Caen/Urcean thingamajig. People have crossed over, the role of souls isn't too obscure.
But that's still quite close to a "materialist" point of view. Basically another dimension, the literal flipside of our existence, with a few powerful beings as lords. And it seems to be the end of the line, as even the most significant acts of "enlightenment" caused a few mortal beings to ascend to lordship there.
So that's pretty much along the lines of early human pantheons. A bit beyond the "they're just up that mountain", but still rather anthropomorphic.
Now looking at earthly religions and the relative timeframe of the Iron Kingdoms, I'm missing a few of the more fundamental truth-seekers and mystics. People who ask even more basic questions than just about the nature of powerful beings. Not about the creator of man/elves or eternal struggles, but things that lie beyond that. The nature of the universe. The origin of it. A possible source of souls. The very meaning of existence (beyond the gods needing batteries).
Who in the Iron Kingdoms is talking about this? Is this part and parcel of some approaches to ascendancy in the church of Morrow? Are Menites allowed to talk about this? Do some Iosan sects ponder about this, not just for intellectual reasons, but as a practical way to bypass the Gods?
If you're looking at the Abrahamic religons, you find a lot of the more anthropomorphic reasoning (literal resurrection in human-like bodies), but also more abstract approaches. Numerology is one approach that tries to find the hidden, absolute truth of the universe. Sometimes this didn't differentiate itself too much from what we call science. John Dee, famed court astrologer of Elizabeth I., concerned himself as much with "proper" mathematics like taught by Euclid as well as cabalistic glyphs to summon angels. All seen as one singular structure to ascertain all of reality.
The closest Immorese equivalent I can think of would be Cyrissists. They seem to treat the universe as some almost mechanical entity, and the way I read it, Cyriss herself can be regarded more as a gateway/prophet/teacher than the sole target of worship and faithful mortal life.
But given the technological and scholarly level of the Iron Kingdoms, I think there's probably more debate about this somewhere. I always liked this approach in other cosmologies, as it offers a nice way to introduce more hoity-toity priests (theologians/mystics as opposed to healers and parsons), or even at the very extreme provide some alternative to atheism for the more "mad scientist" end of the spectrum, not disavowing the existence of gods, but the need for worshipping them.