I provided some suggestions for Egyptian religion in Sources for reading about Ancient Egyptian religion?, Assyrian religion in Ashurism, and Sumerian mythology and religion in this post.

I'll let someone else weigh in on proto-Judaism, but The Early History of God: Yahweh and the Other Deities in Ancient Israel by Mark Smith is a good place to begin.

For proto-Judaism I'd recommend Judaism: The Evolution of a Faith & Child Sacrifice in Ancient Israel.