First Appearance: Marvel Spotlight (vol. 1) #23 (Aug. 1975): "In This Light, Darkness!"
Super? (Has Super Powers/Special Abilities/Technology): Yes
Number of Appearances: 1
Enemy of: Son of Satan
Worked for: Father Darklyte
Trog was purely the creation of the nihilist villain Father Darklyte. Trog was created to be intentionally self-contradictory as "the future man from one million B.C."
Because Trog was created from nothing by Father Darklyte, it is doubtful whether he can be said to have truly possessed a soul. He can be classified as a classic "primitive man" because this is exactly what he was created to be. He would have the same "religious affiliation" as other primal-indigenous, prehistoric characters (essentially cavemen). But unlike real people who were genuinely raised in primal-indigenous cultures, Trog did not actually grow up steeped in the socio-religious culture of his people or tribe. He sprung from the imagination of Father Darklyte and was destroyed soon thereafter by Daimon Hellstrom (the heroic Son of Satan).
It is worth noting that despite the fact that Father Darklyte (Trog's creator) was a devoted Nihilist, he apparently made no attempt to imbue his creations with Nihilist beliefs. Aside from the fact that his creations, such as Trog, did his bidding, they aren't really nihilists in their own right.
Suggested links for further research about this character and the character's religious affiliation: