[EdinSumar]

Azuth and Mystra are the only two gods that are outright illegal to worship in Thay, rather than just frowned upon. This is because both of these gods advocate the free spread of magical knowledge, which the Red Wizards are a bit iffy about, prefering to keep power to themselves. Openly worshipping Azuth or Mystra is punishable by death or slavery.

As for the second question, yes, it does matter. The two temples of Cyric are actually not that friendly with each other, even, while the two different Loviatarian temples just have nothing to do with eachother when speaking about heirarchy. If you are member of the Eltabbar temple to Cyric, you are not recognised as a member in Bezantur and vice-versa.

As for the third question, yes, should be.