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>What can you tell me about the use of Pokemon in war?
Basically used as weapons, as shown in XY. Lt. Surge also mentions being saved by his Raichu during the war in RBY.
>What were early and "proto" Pokeballs like?
The anime (inb4 not canon, still the only official material to shows older pokeballs) shows ancient pokeballs and how pokeballs worked when Oak was a kid.
>What sort of political system is set in place in the Pokemon setting?
Has never been touched upon.
>What religion do the people of the Pokemon setting follow?
The only "religion" shown so far in the series is Arceus related. There's a church dedicated to worshipping it in Sinnoh.