As far as "the story" goes, we really don't know, as we've only gotten bits and pieces.

Magic in general does seem to be more magical and less science-based in 2e, though it's worth noting that largely gone is "the Bargain" of 1e that created the various types of sorcery in the first place, and with it the "alient invaders" from behind the Barrier.  Porte and Sorte are still passed along through bloodlines, and Hexenwerk is a rather creepy/ghoulish from of alchemy, though Castille Heroes do have alchemy available to them.  Pirate Nations introduces some new types of magic that rely upon invoking/channeling the power of god-like entities, with nothing even remotely "scientific" about them.  Zombies (or Wights as they're called now) are left up in the air, though there's suspicition the condition is caused by a disease.

The Sophia's Daughters have been scaled back from 1e's female-run Illuminati to a Vodacce-centric branch of the Rilascriare, devoted to improving women's rights, but lacking the Sidhe connections or overpowered scrying magic they had in 1e.  They're not as Mary Sue-ish as they were in 1e, but your call on whether they "still suck" or have improved.  But then again, a lot of the Secret Societies have gottne dialed back in terms of scope, with Los Vagobundos probably being the only one to get upgraded (they've gone from Castille-centric to multi-national and focused on defending Heroic leaders and rulers and deposing the Villainous ones).  Die Kruezritter are now an Eisen-centric society of monster hunters instead of being the Vaticine Church's black ops crew fighting an alien invasion.  Rose & Cross are back to being a grand society of do-gooders without the "golden spirit" or "Third Prophet was a fraud!" trappings.

Nothing that I would identify as such.  It seems that as far as religion goes, John Wick is sticking with the 1e faiths of Vaticine, Objectionist, and Ussuran Orthodoxy in the Thean mainland.  The only "fringe" group we might see are a version of the Roma, who showed up in the 1e Vodacce sourcebook but didn't get much mention beyond that, but I'm not couning on it.

John Wick is on the record saying a Jewish-pastiche is coming in the Crescent Empire book.

It's worth noting that a number of things have been rolled back to where they were as at the beginning of 1E.  A lot of the metaplot came in the secret society books and later.  With that in mind, the only groups that have changed from the initial descriptions are Die Kreuzritter, Los Vagabundos and Sophia's Daughters.  Of those, the Daughters are quite close, if you remove the 'cell of the Rilasciare' bit.

In addition, there are a number of new ones.  The Core book treats The Brotherhood of the Coast as a Secret Society (it's no less secret than the Explorer's Society) and introduces Grandmother's Shawl: who're kind of like a Rennaisance Red Cross out of Sarmatia.  Pirate Nations has two more: La Cosca which is basically the romaticised Mafia; The Riroco which is a sort of guerilla movement for people being exploited by the ATC.

As far as religion goes, it's actually got a reasonable amount of fringe stuff going on.  I'd guess that just over half of Théah is Vaticine, and there's a sizeable chunk of Objectionists and Orthodox.  However, the Sarmatian and Ussuran bits make me think that there's as many people who still adhere to 'the Old Ways' as there are Orthodox, although it's hard to say whether Curonian Paganism is the same as Ussuran Paganism.  Likewise, there are probably more people involved in some version of Druidism than the Church of Avalon in the Glamour Isles.  Finally, you have the Vesten reverence for the Allfather.

Now, once you add Pirate Nations, there's more interesting religions.  Pantheon worship is basically the Graeco-Roman gods and is prominent in Numa.  Kap Sevi is Santiera.  A Crescent religion is mentioned, but not elaborated on.  Finally, Mama Yaya is the native religion of the Atabean.  There's also a tiny minority of people you could call atheists dotted about.

My People, da Jews, are coming in the Crescent Empire. Yachidi is their name. :)