I hope you don't mind, Vale, but I've started this thread here, as I normally keep to the (not very well documented) tradition of the IC section being just for in-universe material and any linked discussion being put in a parallel OOC thread.
It seemed silly to say -- here is an experienced and respected Inquisitor, Ollanius Vale, a notable scholar, four hundred years old. The reason you've never heard of him before is... I don't know, because he's rather shy!
Honestly, we retcon characters, factions, planets, etc in all the time.
If you tell me Vale is an ancient and famed scholar, I'm perfectly prepared to play as if my characters have heard of him before (as appropriate). For example, Lyra Rhodes has yet to meet him personally*, but certainly remembers the old paper he published in 881.M41 about the legacy of Cardinal Ysolent's martyrdom and how it resulted in the formation of the Church of the Red Grave. It was somewhat before her time, but she found a copy archived in the Second University of Theklae around 993.M41 and it proved very useful during her investigation of the then-current Pontifex.
* Although it is entirely possible to work with other players to build a history going back years. Koval and I have interlaced together the backgrounds of several of our characters on a fairly deep level.
Edit -- modified to remove prayers addressed to a saint directly as I have no evidence of such a thing in 40K.
The Imperial cult is hugely, hugely varied.
As long as you ultimately worship the Emperor and don't worship Gork, Khorne or Isha, the Imperium itself doesn't care. The Machine Cult was subsumed by the de jure
(if not necessarily de facto
) acceptance of the Emperor as being the Omnissiah, sun cults can be folded in as long as the sun can be seen as an embodiment of the Emperor.
Take Christianity, Islam and Judaism, which all worship the god of Abraham (variously called Yahweh, Jehovah, Allah, God and a few more). These then divide down into many sects - Christianity breaks down into Western and Eastern branches, the Western Branch into Catholics and Protestants, the Protestants divide into Lutherans, Anglicans and Calvinists. Calvinists break down into Presbyterians and Baptists...
Now imagine what the scope of the entire Ecclesiarchy must be like.
I personally guarantee you that there are at least 3,697,122 denominations of the Imperial cult which pray directly to saints.