It doesn't seem like there was one shared pantheon in the time before Sigmar, as Taal was the God of the Taleutens and Ulric of the Teutogens, and the other tribes only seemed to start picking them up after they settled in the Reik Basin. That leaves Rhya and Manann as unknowns, and I'd speculate Rhya was either the Goddess of the Cherusens or an adoption of the Old Faith of the Belthani, and that Manann was the God of the Jutones. Whether the other patron gods have been forgotten, were Chaos Gods that were abandoned, or have faded into being minor regional Gods is an open question.
But it's entirely possible that the tribes shared a pantheon before they came into the Reik basin, and the Taleutens and Teutogens claim favour on the basis of tribal patrons. There's not much canon material of that era and a lot of it is vague and self-contradictory.
(there's also another possibility acknowledged in the material that Ulric, Taal, and Rhya all descend from a single deity with three seasonal facets)