I've heard a few times now that certain units are problematic because of religious association.
I looked over (hopefully all) units and buildings and here are the ones I found:
Lucifer, sometimes name of the devil. Originally from roman myth.
Trinity, the essence of God.
Djinn, a spirit in Islam. Originally from arabian myth.
Revenant, someone that returned (as ghost or just from a long vacation).
Associated to religion:
Dante, poet that wrote about christian themes.
Athena, greek myth
Hercules aka Heracles, greek myth
Merlin aka Myrddin, welsh myth
Cerberus, greek myth
Artemis, greek myth
From all of these, only Lucifer and Trinity really stand out.
Dante is, as far as I can tell, not a saint or religious entity. It's not a biblical name, term or reference.
Djinns and Geenies feature quite often in fantasy genres, so I would assume this to be OK. I'm not educated on Islam, however.
Revenant is just a general ghost type. Sometimes undead are censored, but I think that's mainly the visualization.
The mythical names are generally not considered to be religious anymore.
Both the Lucifer and the Trinity name are used rarely in ZK.
I could probably count how many times I've heard someone say "Trinity" with 1 hand. People generally say "nux" or "nuke" instead.
Lucifer is usually shortened to "lucy", "luci" or "anni", and anyways the unit is not very popular at the moment.
It's still completely in the dark how many are actually offended by these names.