The best example I came up with is the following:
Just for the sake of argument, Eastern Orthodox and Catholic; two words which refer to similar religions, but are not identical.
How would that be defined?
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Co-hyponyms seems to be it.
See this image from wikipedia:
Since the OP has accepted the editing of his question to be asking specifically about "two religions" (which seems to be ratified by the OP's editing of Orthodox (capital O) to Eastern Orthodox...
I reject the premise of the question, which I take to be that the "two religions" are similar.
I am also unaware that the two religions are "similar but not identical."
In fact, since this is now a religious and/or historical question, it is both off topic and it is a matter of perspective.
For instance, the teaching of Roman Catholicism and Protestantism on certain issues are much more similar to each other (both being Western, and heavily dependent upon Augustine of Hippo) than either is to Eastern Orthodox teaching on the same issues.
My answer is ecclesiastical bodies who are not in earthly communion.
*orthodox" and catholic are adjectives. That which is orthodox is that which has been deemed not to violate a system of unified belief. Unorthodox ideas get eliminated. The idea behind catholic is nearly the opposite; it means "including variety" or "encompassing". By virtue of their meanings, and by virtue of the dynamics of belief systems, these adjectives get applied to organizations and movements involving ideas, beliefs, tenets, etc.
I know of no abstract label for words that get applied to the same domain or a dynamic, because their meanings are apt.