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[Game of Thrones] What is the state of religion in Westeros given all the recent happenings?

I'm a lowly Northern Westerosi farmer and I'm having a crisis of faith.

Short weeks ago, we were bundled into Winterfell and witnessed an army of undead kill half of our population. I overheard that the only reason we managed to survive was thanks to some 'Lord of Light'? There was a red priestess who set the swords of all those foreign riders aflame, and she was the one to light the trenches too. I had never heard of the Lord of Light but he seems definitively real so I thought maybe I should be praying to him now.

But then there's the Bran Stark guy, or sorry, the King Stark guy. I heard he has weirwood vision or something like that. I hear that the leader of the undead army was specifically trying to kill him, and that he has vision of all things past, present, and future. Maybe we should pray to the Old Gods? Maybe we should pray directly to this demigod King?

Then there's the Seven, those Gods they worship in the south. I hear their grand Sept was destroyed a few years ago. And now Kings Landing has been completely destroyed, alongside thousands of their devoted followers. It sounds like they might not have any power, maybe they're not even real. 

edit - then there's some drowned god the Iron Born like right? Sounds like BS to me but has there ever been evidence that its a religion worth following? With so much in flux right now, I'm willing to keep my options open.

So who should I be praying to at this point? Who is everyone else in this country praying to now?
gpt
Some smallfolk in the Riverlands have seen the Light and now follow the Lord of Light.  Whether this has anything to do with the rumoured "Brotherhood without Banners" is unknown.  The Old Gods have protected the north for millennia, and belief in their power still runs strong in the North.  The Faith of the Seven still remains strong in the Reach and other distinctly southern Andal regions, as the Faith relocated to the Starry Sept and continued its operations with the support of the Hightowers. The Drowned God is something the Ironborn believe in, but according to them, only the Ironborn can receive his blessing, so not much point trying to pray to him.