I think Vedic is a good description of pre-Christian European religion. There is a common Indo-European thread tying them together. Pagan is a better description of the religion specific to the Greco-Roman world. At least in my understanding.
This Grand Duke guy--kind of nervy to present himself as a person of consequence. Of course, he can look to the example of Spain who reinstated their Royal family. I suppose that hope springs eternal. :-D