Didn't really read this part before...
Neutral neutral characters are not necessarily followers of the Neutrality religion - they are simply characters whose ethical natures fall within the neutral alignment and neutral ethos; again, two separate things. There may be an argument that an N/N Neutrality-religion character should not join Watcher, or any other cabal for that matter... but simply being N/N is not enough to make that argument. The religion and the alignment and the ethos of a character are all different parts of that character's makeup (edit: this line of thinking is a large part of why I've come to support the choosing of religion at char creation - most people have some beliefs by the time they are adults. I would, however, like to see more conversions... with gods that actually can show up and be pissed off at apostates, that'd be some fun RP
).
I can imagine situations in which a neutral would be okay with torching an entire city because he thinks that it is a justified action. He may regret the loss of innocents, but he is okay with their deaths because of the greater goal being serviced - a good character either wouldn't be okay with it and would fight to save these innocents or should be feeling an incredible amount of remorse for such a steep price being paid, and an evil character wouldn't even consider their suffering in the first place (or he may do so because he enjoys said suffering). The neutral doesn't kill them mindlessly, but he's also not overly concerned with their welfare.
I was actually thinking something more along the lines of like this:
Chaotic Good - Individualistic. Leans towards the "darker" side of good.
Neutral Good - Works towards the Good of the Majority, the Greater Good.
Lawful Good- Upholds laws, tries to find leniency in them, but still obeys the laws.
Chaotic Evil - Worst of the Evils
Neutral Evil - The "Hidden" Evil.
Lawful Evil - Idealistic, Twisted Honor, but the "least" of all evils. Can be worked with.
Chaotic Neutral - Minotaurs. Enough said there.
Lawful Neutral - Zealots come to mind.
Neutral Neutral - The halfling getting his smoke on and chatting with the Wizard.
I'm just saying Chaotic ethos lends itself closer to a "darker" morality which creates the individuality/loner attitude in classic chaotic characters.
Those of a Lawful ethos are mostly followers, have some kind of honor system, but ultimately fall directly into their alignment and stay closer to a "fairness" based on good, evil, or neutrality.
Those of the Neutral ethos tend to sway in larger areas, but look at everything as a whole. Neutral Goods want to appease everyone, Neutral Evil is looking to appease themselves while attracting the least amount of attention, and Neutral Neutral generally requires a good deal of motivation.
Religion, as you state, should have a HUGE impact on the ethos, since ethos is moral character and most people take their moral cues from their beliefs.
What's all this rambling? Maybe nothing. I was mainly trying to bring in some extra weaponry vs. neutrals who are more affected by ethos than most of the other alignments. Yes, I know my thinking is incredibly wayward on this subject, but it is an idea. 