Scripture is not clear, giving us not only preciously few details on Job’s friends, but on Job himself. Apart from telling us he was from the East (East of what? How far to the East?), it does not tell us when he lived, nor even when the book itself was composed.
The only hints we have are sketchy circumstantial ones: their names and elements of cultural context, such as customs, material descripions &c. But even that could easily have been adapted from an older original story, as for instance Adam and Eve names could be Hebrew translations (or evolutions) of their original names in humankind’s universal prediluvian language.
The Talmud is largely irrelevant to Christian opinion, specially on something presumably so much older than itself; it is not authoritative, it is known to contain much incorrect information, sometimes even as anti-Christian polemics.
In Ancient times there were hardly religions as organised, doctrinal systems as we understand them; polytheism was the norm, and it was hardly distinguishable from animism.
What is obvious is that they had at least a concept of Yahweh related to the one Job (and his chronicler) held. So, yes, it seems that they had more or less the same ‘religion & faith’ as Job.