Then why do so many tell us of entirely different colors and designs of wallpaper? Some even tell of paneling and others of bare studs........How do I know which to try? (Catspaw)

Just look at the names of the religions and you'll know: "orthodox" means having the correct belief. Like in orthography, where there is only one correct way of spelling. So only the orthodox religion can be the correct one.

The only thing that puzzles me is why different religions use the word "orthodox" to describe themselves.

Wolfgang