We in Bharat did not have the concept of Religion and never the word Dharma is used to mean the so-called Religion of modern days. However, this word might have brought in to usage to convey the meaning of Religion after the entry of foreign rulers.
Whether a system of thought treats Vedas as an authority or not, the concept of Dharma is same in both the systems. For example, Astika Darshanas (six) treat Vedas as an authority in making a decision of any kind, whether it is related to life, profession, character, society whatever it is. Whereas Nastika Darshanas, which do not accept Vedas an authority also not used Dharma in the sense of religion. Both systems have never used such concept as Religion of modern days. To say in brief that there did not exist Religion or the concept of Religion in Bharat, I need not add ancient adjective to Bharat, as it is understood even unsaid.
Through out our literature right from Vedas, one could not find the synonym for the word Religion, as this word was unknown to our ancient scriptures. The word Religion was totally an alien concept in Bharat. Though the word Dharma was also not used in one sense (to convey one meaning) but it never used in the sense of modern term Religion.
Now let us examine the concept of Dharma as it was described in our scriptures without mixing our own opinion or idea with those descriptions. To put it explicitly, let us examine the term Dharma without any bias or prejudice.
Let us first analyze the etymology of the word Dharma. The word derived from the root धृ with the suffix मन्. The description of this term goes like this - धरति लोकान् or ध्रियते पुण्यात्मभिः (लोकैः) meaning one which upholds people or one which is being upheld by auspicious persons (people). Even, if we consider that Vyakarana (Grammar) is an imaginary discipline as it frames rules according to the usage. It is undoubted that usage is first and Vyakarana comes later. If we analyze having this concept about Vyakarana, we cannot come to a conclusion that the Dharma was used in the sense of Religion in Bharat. Let us examine this thesis by available examples or usages of the Dharma in ancient literature. Let us take Vedas first as it is considered as an authority. यज्ञेन यज्ञम् अयजन्त देवाः तानि धर्माणि प्रथमान्यासन्, if we consider this Vedic Sentence, it is clear here, the word Dharma refers to याग (yet another word which does not have equivalent in English). चोदनालक्षणोऽर्थो धर्मः is the maxim of Mimamsa Shastra that deals with Yagas and it practicals. Here, the maxim is explained by various Acharyas and all have common opinion that Yaga is Dharma. श्रद्धा कामञ्च श्रीर्दर्पं नियमं धृतिरात्मजम् । this shloka from Markanteyapurana and श्रद्धा लक्ष्मीर्धृतिस्तुष्टिः ... । from Srimad Bhagavatam give a different picture of Dharma. They talk about various aspects of human life personified as living organisms. Whether, the word or the concept of Dharma married to the daughter of Daksha and whether Dharma had children or not, is neither part of our discussion nor concerned to us. But the meaning in which the word Dharma is used though in the personification that matters to us. Here, we see various inevitable part of ideal characters of human life circle. Thus, the word Dharma is used to denote various characters or conditions of life.