While you're certainly free to play an empowerment character under a sphere with no god (some even maintain that it's easier then normal empowerment), I think you're setting yourself up for a really hard path. If you were praying for something generic, or to some made-up diety, any immortal that was interested could come talk to you in one way or another. But if you're praying for Shazirah, you're likely going to be limiting yourself to an immortal that is moderately familiar with the workings of Shazirah's religion. I can't speak for everyone, but I know I wouldn't be able to help you with that very well.

Anyhow, it's certainly not impossible. Try it if you're set on it, but if there's some flexibility in the character you've developed, I would recomend either aiming for an existing god, or aiming for something generic and/or original. (Just make sure you explain it in your role)

Aarn