None of the ones you named are particularly homogeneous. In Ethiopia and Malawi there is no majority ethnic group. Mauritania's largest ethnic group has a narrow (54%) majority. Yemen is in a civil war between its two largest endogamous sects. The central government of Ethiopia is at war with Tigrayan separatists. The central government of Sri Lanka only recently defeated the Tamil separatists.
While the Scandinavian countries are probably very homogenous, I'm guessing that at least some of the most-religious list (Ethiopia, Yemen, Sri Lanka, Malawi, Burundi, Mauritania) are fairly homogenous too.