If I am not mistaken, Zoltan was a Tengri ? But what about most of the population and especially his warriors that ravaged his western neighbours ( Italy, Provence, Burgundy, ...etc ) ? Were they generally Tengri too or were they made of a multitude of different faiths ?
there are lots of theories about the ethnical compound of the conquestors and their leadership. they were multicultural for sure, since magyars welcomed almost every tribe and people (and assimilated them in many cases).
you would find monotheists, polytheists, tengrists, christians, jews, muslims, shamanists, and probably atheists in their ranks.
i dont know if we will ever find out the truth, Prince Zolta, and his post-nomadic magyars were most likely Tengri believers. some say magyars had their own unique religion, what was closely realated to shamanism and tengrism, but with unique elements.
during the hungarian adventures, hungarians witnessed the changes all over in Europe. they figured, old religions will not compete with the proselytistic christians (or muslims), so they softly started to convert in the 10th c., and Grand Prince Geza called in roman catholic missionaries in 973.