This is a really great question, but answers must be framed with a great deal of ambiguity and caveats. The problem with translating foreign and especially ancient terms into modern English is that the vocabulary comes loaded with concepts that don't necessarily apply. To speak of "religion" in many pre-conversion societies implies that the belief system had established theologies/cosmologies/canons as you suggest, and yet this was not always the case. The Egyptian state religion was an early leader in developing a written, state-sponsored version of the indigenous belief system, but how this translated into day-to-day practices among a village of illiterate farmers is another matter. We can see this removal of beliefs from established religion in Emmanuel Le Roy Ladurie's Montaillou: The Promised Land of Error, for example, where the inhabitants of a remote medieval village, suspected by Rome of being heretics, were not consistently very well "plugged in" at being either Roman Christians or heretics. They thought what they thought, which sometimes wandered away from what an established religion or subsequent historians must suggest in general terms.

When it comes to something like pre-conversion Scandinavia, it can be hard to say what exactly was going on since it was a prehistoric society that was documented by Christian contemporaries or later Scandinavian Christians peering through imperfect lenses. But it is safe to say that there was no consensus theology or cosmology and there was certainly no canon. There were people who participated in a belief system that held itself together with oral tradition that was less than rigorous and filled with diverse points of view and opinions - these conclusions based on analogy from ethnographic studies of pre-literate societies and from the work of folklorists in subsequent Scandinavian societies where folk beliefs were seen to meander a great deal from place to place and person to person.

The same was likely of Archaic Greeks; as literacy become more pervasive, things changed, and various philosophies added a new texture to the belief system. But even here, one can imagine a considerable difference in what was believed and practiced in a remote farming village as opposed to a room of students listening to one of the great philosophers.

Regardless of how one might arrive at a way to summarize all these sorts of things, the summary will fall short because we are talking about expanses of time, geography, and relative literacy and education.

In general, it would probably be correct to say that the three cultures you mention would not have used a word for "x" - that person was simply "a priest." But even that term comes loaded with ideas that might not apply. Each of those societies had people whom others regarded as having a special ability to navigate spiritual issues and the spiritual world. Sometimes, these people were professionals, but other times they were only semi-professional (or even less). The Egyptians were particularly good at establishing an institutionalized religious structure with professionals, but even these professional priests may not adequately fit what a remote farming village was doing to address its spiritual and medical needs. One can imagine other practitioners who might mirror, more or less, what the professional temple priests were doing, but that may not have been the case. The same was probably true for the Greeks. For pre-conversion Scandinavia one would be less likely to encounter an institutionalized professions; there is some indication that these may have existed, but documentation is sparse and may reflect the perspective of Christian writers more than what was really going on.

The most important thing in considering how these various groups viewed their own belief systems and religious practices is that early on, people would have likely viewed their own traditions as correct and obvious, and when they encountered others, they would regard them as strange and bizarre, if not troubling. In our modern society, we are constantly confronted with religious diversity, so we need to define what sort of priest, what sort of temple/church that place is, etc. We are constantly framing "our" religion" in the contexts of others. Early on, this would have been less of an issue for the Archaic Greeks, the pre-Viking Scandinavians, and the early dynastic Egyptians. Encountering other belief systems - initially through trade and later as a consequence of a shrinking world - resulted in challenges to how one viewed one's belief system, but for the most part, pre-literate, isolated peoples tended to view their culture as the correct one and those of others as oddities where they just don't seem to get things right.