I don't know whether this question has an answer.  But I do have a few thoughts about how to narrow down the possibilities.

The religion with the most observant believers would likely congregate in small communities.  The religion's adherents would be distinctive from anyone else who lived in or visited the community, based on aspects such as language or dress.  In addition, membership in the religion would require residence in the community (or another community of the same religion).

I have in mind a group like the Old Order Amish.  But perhaps somewhere there is a religion whose members are even more observant than the Amish.