Not trying to discourage future submissions, but you might be interested in the answer I gave some time ago
TL;DR - the ruling class was Jewish (mostly converts, but some could be descendants of the real ethnic Jews from the Middle East), but the majority of the Khazars kept their traditional (Turkic Pagan) beliefs.
Keep in mind that I'm merely an amateur - unfortunately, I haven't seen any professional historian with deep academic knowledge of Khazar history in AH. It would be great if one had showed up.