I'm getting a little suspicious that equivocations on the word "faith" are going to lead to some misunderstandings. It seems to me that Nietzsche's "faith" is equivalent to what we'd call pragmatic philosophical assumptions.
For example, you could argue that the believe in an obective world is "faith." You can't really know what's behind it, but you act as though you can. But you could also see this assumption as a definition of the human context: things are true which are true with our senses and way of thinking as human beings. It doesn't matter if we are in the Matrix or the Mind of God or whatever, because all the things that are true in this context still hold.
For example, you could argue that the believe in an obective world is "faith." You can't really know what's behind it, but you act as though you can. But you could also see this assumption as a definition of the human context: things are true which are true with our senses and way of thinking as human beings. It doesn't matter if we are in the Matrix or the Mind of God or whatever, because all the things that are true in this context still hold.