Wait... including the darkness and traveler as two separate beings, what species do we have?
1) Traveler
2) Darkness
3) Humankind
4) Awoken
5) Fallen
6) Hive
7) Vex
8) Cabal
9) Taken
It's possible that the nine are each separate thought-streams of different species. We know what they are, but what about why they're called the "Nine"? It's an oddly specific number. It stuck out to me but before now I thought they might be the gods of each of the species. Now, I'm thinking that each of the Nine are each different thoughts and matter of the species we see throughout our story.
The taken and Awoken are iffy, since the taken are a branch of the hive and the awoken were created from light and dark. Maybe exos, but then they were created from human minds and thoughts. The warmind is a tempting thought, since it is the very first true A.I. and it is its own thoughts. Still, there are definitely a couple holes with this theory. Mine, not theirs.
Dust tells us why they’re Nine: because there are nine celestial bodies, so nine loops of gravity. It hasn’t been revealed if these 9 bodies are the Sun and 8 planets, or the 8 planets and Pluto.
But, to discuss your theory:
There are at least 24 named species in Destiny, and more than 530 are revealed to exist.
The messages we received from the Darkness revealed that the Traveler and Darkness were Gods (big g) that existed before anything else and took physical form when the Traveler kickstarted the universe.
We have detailed lore on all the main species, including most of their their religions:
The Fallen don’t have gods, though after the Whirlwind their dependence on Servitors led them to treat the Prime Servitors as gods.
The Awoken have no gods.
Exos are just an encoded human consciousness in a metal body. They’re just humans. That doesn’t mean they have their own unique religion.
Awoken didn’t develop any religion, and they are humans with Light and Dark in them.
The Hive Gods are the Worm Gods (all have been named, read Books of Sorrow) and the 3 sisters (Oryx, Savathûn, Xivu Arath) and some of Oryx’s children (Crota and the twins).
Vex have absolutely no gods and don’t follow any religion, except for one subtype that worships the Darkness.
The Taken are puppets created by the Darkness through Oryx, and have absolutely no religion. The Taken were extensions of Oryx and his will. Now that he is dead, they are controlled by higher Taken and a little by Savathûn, but they now aimlessly pursue the Light.
Rasputin is not the first AI. Frames are AI and were created first, and Servitors are hyper-advanced AI that have existed even longer. Rasputin was made to think in a different way on a massive and adaptive scale, which makes him very impressive, but he is not the first AI.