Going beyond Veda, religion and conceptual god means going beyond illusion.

The orthodox say that Vedas as final authority for the Vedantins and he has nothing else to believe in it, they do not know the fact that they themselves are indulging in non-Vedic rituals and activities which Vedas clearly bars.   

As one goes deeper in the annals of the history, it indicates the fact that somewhere someone has added the puranas in the name of Veda Vyasa the grand master of Vedas. It is impossible to accept and believe that Veda Vyasa authored and introduced the Puranas which has all conceptual Gods  and Goddesses because:-

In Vedas the God has been described as:- 

             Sakshi (Witness)

             Chetan (conscious)

             Nirguna (Without form and properties).

             Nitya (eternal)

             Shuddha (pure)

             Buddha (omniscient)

             Mukta (unattached).

This clearly indicates the nature of the innermost self, which is the soul. Sri, Sankara says: - Atman is Brahman. Thus the soul the innermost self is God. Therefore,    all the gods with form and attributes are mere imagination based on the false self.  Thus there is adulteration and add-ons in the past, which has to be bifurcated if one wants pure Vedic essence.  

 In Yajurved says:-  

Translation 1.

They enter darkness, those who worship natural things (for example air, water, sun, moon, animals, fire, stone, etc).

They sink deeper in darkness those who worship sambhuti. (Sambhuti means created things, for example table, chair, idol etc.)

[Yajurved 40:9]

Translation 2.

"Deep into shade of blinding gloom fall asambhuti's worshippers. They sink to darkness deeper yet who on sambhuti are intent."

[Yajurveda Samhita by Ralph T. H. Giffith pg 538]

Translation 3.

"They are enveloped in darkness, in other words, are steeped in ignorance and sunk in the greatest depths of misery who worship the uncreated, eternal prakrti -- the material cause of the world -- in place of the All-pervading God, But those who worship visible things born of the prakrti, such as the earth, trees, bodies (human and the like) in place of God are enveloped in still greater darkness, in other words, they are extremely foolish, fall into an awful hell of pain and sorrow, and suffer terribly for a long time."

[Yajur Veda 40:9.]

So, Yajur Veda indicates that:-

They sink deeper in darkness those who worship sambhuti. (Sambhuti means created things, for example table, chair, idol etc [Yajurved 40:9]

Those who worship visible things born of the prakrti, such as the earth, trees, bodies (human and the like) in place of God are enveloped in still greater darkness, in other words, they are extremely foolish, fall into an awful hell of pain and sorrow, and suffer terribly for a long time." [Yajur Veda 40:9.]

 When the religion of the Veda knows no idols then why so many gods and goddesses with different form and name are being propagated as Vedic gods. Why these conceptual gods are introduced when Vedic concept of god is free from form and attributes. 

Who introduced concept of god with attributes and attributeless gods, when Yajur Veda says: -   those who worship visible things, born of the prakrti, such as the earth, trees, bodies (human and the like), in place of God are enveloped in still greater darkness. Therefore, all these add-ons proves that the form and attribute based concepts are introduced by some sages of the past with new belief system and code of conducts in the name of Vedas.  

Sruti is made the final or exclusive authority in apara Vidya and that for supporting the tenet of the CAUSAL relation or creatorship of Brahman, Nirguna Brahman = the "Absolute beyond qualities," which can be defined only in a negative way. For the Shankarian school = the Ultimate Reality, higher than the Lord. i.e. of Saguna or apara Brahman ... The support of Scriptural Revelation is, therefore, absolutely necessary for this hypothesis of cosmology, this Saguna or apara (= inferior) Brahman, but not for the absolute truth of Nirguna Brahman.  

 The Sruti itself says: "This Atma is NOT to be attained by a study of the Vedas.  [Katha Upanishad I, 2, 23.]   

Therefore, all the add-ons and attribute based knowledge which are  inferior, have to be bifurcated and excluded to know the ultimate truth or Brahman .  The seeker of truth has to drop all the inferior knowledge based on the attributes and go beyond Vedas to understand assimilate and realize the ultimate truth or Brahman.  

One has to go beyond Vedas means go beyond religion. Go beyond religion means, go beyond concept of god.  Going beyond Veda, religion and conceptual god means going beyond illusion.   That is end of Vedas [Veda –antha]