Hello

How would look a realm that has sithis as state religion?

Well the Argonians are at least somewhat fond of Sithis.

I'm pretty sure Black Marsh is exactly what you're looking for.

Hey guys, no where is it stated that the Saxhleel worship Sithis. In fact, this is really the only insight we have

There is a difference between worship and acknowledgement.

Realm of utter misanthrops.

Sithis really isn't a religion per say.

Sithis is.

Heck, beyond the shrine in the Vampire Lair DLC from Oblivion, there's no indication Sithis even takes an interest in mortals beyond devouring their souls after death.