I'm looking for a single word to describe the collection of all letters, scriptures and books specific to a religion, something like teachings but with a stronger emphasis on the written aspect.
You might consider using canon: Theravada canon, Mahayana canon.
They're usually just called the Sacred texts, but I guess you know that. Still, given that they are called that, most likely anything else suggested won't actually be what people usually call them.
Having said that, Jasper Loy's canon can be used quite specifically in this sense (along with a lot of other senses). But not everyone would understand it, I suggest.