I have had a priest go heretic before I ever got a chance to move him. I set a city to build a priest, hit End Turn, and watching the rebel turn out pops a heretic. On my turn, no priest there, and the new heretic has a name that matches my faction.
With regard to conversion mechanics, we'd discussed it here once a while back, but I don't think we came up with some definite hard numbers. I don't know the exact percentages, but I am fairly certain that you convert a percentage of the non-believers in a province. So, if your priests and church combine to convert 20%, and the populace is already 80% your religion, you're only going to get another 4% the next turn (20% of 20%). The roaming infidel priest who only converts 5% by himself turns 4% of the populace to his religion (5% of 80%), and the result is a stalemate.
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