Sure! The
Celestial Court is a pantheon of deified figures from an earlier age of the continent of Solus. They are all light gods in one way or another, but the sun god and the head of the pantheon is the
Sun King. In life, he was the ruler who originally united the continent into the Solar Empire, defeating the giants of the west.
For most of the continent, the Celestial Court is the dominant religion, especially among humans and halflings. Most of the rulers of the states and cities of Solus claim descent from the Sun King and call themselves Princes; they sometimes go to war over the right to rule the continent and claim the title of King.
Coldwater itself is a bit of an outlier -- worship of the Maiden, the goddess of the dead, is more dominant; rather than a Prince, they have a Duke, whose descent comes from the shadar-kai of Blackreach; and being located in the Free West they are pretty far from the periodic wars in the east.
Worship of the Celestial Court is truly practiced all over; but if you're looking for a Vatican City, it's Kingseat in the principality of
Old Solus.