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For every points of Tolerance of Heathen, provinces with those relgions suffer less unrest. I think its 2 points of unrest per point of Tolerance
Okay, suppose you're playing Catholic Austria and you have a +6 Tolerance of the True Faith, +1 Tolerance of Heretics, and -4 Tolerance of Heathens.
Your Catholic provinces have their unrest reduced by 6. That's great, and helps keep them peaceful.
That province that just flipped Protestant from a Center of Reformation has unrest reduced by 1- it's not the right religion, but Protestantism and Catholicism are in the same group. But, depending on your other circumstances, you may find that there's a ticking revolt risk there, because there's much less unrest reduction than there was before.
That Sunni province you just conquered from the Ottomans will have its unrest increased by 5 (1.25 points of unrest per negative point of tolerance); Islam is much further removed from Catholicism than Protestantism is, your state and its new subjects understand each other less, and your negative Tolerance of Heathens basically means that your policies actively make them angrier. But this unrest will be reduced immensely if you convert that province to Catholic.
Aside from the unrest, there's also a 10% penalty to tax income and goods produced. Even if you beat the unrest down, that Muslim province is 40% less profitable as long as you have low tolerance for heathens.
The upshot is that you have to decide to either focus on converting provinces so they're of your religion, or increasing your tolerance enough that provinces of the 'wrong' religion won't be constantly revolting and/or failing to produce. Personally, I usually prefer the former way.
1 point of unrest reduction per positive point of tolerance, 1.25 points of extra unrest per negative point of tolerance.
The Ottomans make an excellent example to show the difference between True Faith, Heretics, and Heathens. At the start of the game, the "True Faith" for the Ottomans is Sunni, which is one of the three flavors of Islam that exist in EU4's timeline. Provinces owned by the Ottomans that follow the Shia faith, which is another variety of Islam, are considered to be Heretic provinces, because they aren't Sunni but they still fall under the overarching banner of Islamic religions. Meanwhile, provinces owned by the Ottomans that have the Orthodox religion, which is part of the Christian religion group, are considered to be Heathen provinces, because they are part of a different religion group entirely from the Ottomans' "True Faith" of Sunni. Likewise, for a Catholic nation, provinces that follow other Christian faiths such as Protestant, Reformed, Orthodox, or Coptic are considered to be Heretic provinces, while Sunni or Shia provinces would be considered Heathens.