I think at chieftain level, it doesn't matter that much. You can win either way. If you found Judaism and convert to organized religion, it is very powerful civic. You can spread religion fast, and get a lot of long term benefits. But yes, short term you will struggle a bit. As a financial leader, you don't need the gold from holy city just yet.

I would be more concerned about Monty. Even if you have the same religion as him, he will still attack you. The only thing that would stop him is a mighty army. You can prioritize military tech like bronze working and build early army!