They had their own Indo-European religion with gods and goddesses, but were forcibly converted to Islam by King Abdul Rehman of Afghanistan in 1893. King Abdul Rehman took advantage of this mistake and invaded Nuristan the following Spring. King Abdul Rehman in his memoirs said that he did this because the Nuristanis were such savages that they dressed in animal skins and, whenever they came to Kabul, they sold their wives as slaves. When King Abdul Rehman conquered Nuristan in 1893, a few Nuristanis fled to Chitral, where they continued to practice their religion. However, by the 1930s, the last Red Kafir had converted to Islam and their religion was lost.
Nobody seems to be able to remember their religion any more or to adequately describe it.
The linguist Richard Strand, formerly of the University of Chicago, spent years in Nuristan and wrote articles about the place, one of which was published in National Geographic Magazine. He became completely fluent in all the languages and dialects of Nuristan. Tragically, Richard Strand never published the results of his investigations, other than a few brief statements. I had several arguments with him over this, saying that it was unfair for him not to publish this tremendously valuable storehouse of knowledge which only he had. However, he said that nobody had paid him to do his research and it was up to him to decide when and how it was published.