Could the megahouse be....Game of Thrones? Before you call me crazy, hear me out.
A few weeks back when I asked those in the know if there was another "dream IP" in the lineup, the general answer I got was that some would say so and that it depends on preference. From what I got out of that, this would imply an IP that caters to a certain audience and not all horror fans.
Legacy also stated on OU that one of the remaining IPs was so shocking to him when he first heard about it, that he had to question his source on its credibility. It made him want to shout what it was from the mountain tops (The Mountain is a character on Game of Thrones). When asked if it was a good shout or a bad shout, he once again said it depended on preference (fans of the show will absolutely love it, while people who've never watched will question if it has any elements of horror in it).
All these subtle hints on "faith" and "mass" (if they are indeed hints) can tie into various storylines on the show (the High Sparrow storyline taking place in the last two seasons, Melisandre, etc.) This could also tie the "Shall not be named" code name into the Faceless Men and Arya Stark storyline from the last couple of seasons. Shall not be named-> the house has no code name -> a girl has no name (Arya Stark).
Lastly, the "no church in the mega-house....yet." comment could once again be referring to the High Sparrow and The Faith storyline because, from my recollection, we've never really seen The Faith Militant in an actual church at Kings Landing.
I know, I'm REALLY reaching here. And that's mainly because I'm a huge GoT fan. But I guess that's the fun of speculation! *Waits for people to start throwing rocks*