Working backwards.

[GUBU]

One way to approach religion is to say, all sects of a particular religion have no proof, and the religion itself has no proof, and all this is true because God has no proof.

Another way to approach religion is to say, if there was a god, what religion would be most probably true, and if that religion was true, which sect has proof for their stance. And you can then verify which sect would have proof for the particular religion, in which, then you would know which instance of the religion actually true represents it and hence makes the proper arguments for it. 

Then you can say, what evidence does it have for humanity for the Divine Creator it presents to humanity if any at all.  How does it justify faith in God in the first place? etc.. etc...

I think you guys should consider this approach.

The reason is as follow if there is a religion that is true, they would have evidence for the truth. And if God is central to the truth of the faith,  the best arguments would for his existence would be found in that religion.

Another argument is as follows: Who best to prove his existence and explain our purpose than the Creator himself. Who best to show how we can know him than the one who designed it.

The alternative approach is you don't attempt to find proofs in religions and just wait for believers to present it. Well according to Islam there came times when there were very few believers on earth.  Also, they may not be best able to explain things to you or they don't how to heal the issue of the evil that keeps people from seeing God.

If you wait for proofs from people who are not appointed by God, you may perhaps never receive them or be overwhelmed with bad arguments or bad presentation of good arguments.

But God, if he exists knows his creation and would be best suited to guide to the truth through a revelation from him and appointed interpreters and teachers that are chosen, pure and exalted.

So you want to assert your religion is true before providing evidence for any gods' exisence?

You don't get that privilege.