Can I create my own polytheistic religion if none is satisfactory enough for me?

I believe that there are multiple Gods and I pray to multiple of them in my daily life, but i feel like i have something missing, like a framework that knits all of them together. I feel like i have some theology that i made up myself but im unsure if its something that is possible to do, like can i just create my own theology?

I have a shrine with primarily ancient Egyptian gods and some Hindu gods, but also Jesus, Buddha, and the Creator God of the Universe, that i see as Ra, YHWH, Allah, Brahma, and many more that are named in different religions. I believe that the creator God is The God with multiple faces and names, but is above and separate from other gods and goddesses that have different domains.

I have not heard of a religion that fits my beliefs, so can i just make my own? Or I’m just a strange polytheist?