The list of religions in Arbor comes from the DfE dataset (CBDS). This means additional religions can't not be added to the list for staff, students or guardians unless the DfE changes their dataset.
You will need to select the religion closest to the one the person identifies with, or use the Other Religion/ Faith option.
You can see a list of the religions available on Arbor below, as well as the DfE code they map to. There are more religions in Arbor than DfE codes, so some codes have multiple Arbor values that map to the same code.