The Gods of Teurang are briefly mentioned in Z's first journal, Soulfire. There is not much detail about how they are worshipped, or to what extent, because of his disinterest in them.
In the beginning of the story, he encounters a group of people, gathered outside the temple of Lorelei, the patron goddess of the Silver City. Her temple is decorated with her symbol, which can be found on her character page.
The proof of the existence of the O'rix is the rediscovery of the Swords of Cronus, the most feared and respected power said to have ever existed, on the planet where the patient's dreams lead him to. After events unfold, Miku explains that the swords can only be wielded by someone with the same blood as Cronus of the White Mountain.
In the second journal, Resolution, more information about the O'rix is revealed, as Zack learns more about his world outside of the Quarantine...