I wouldn't say they were "definitely" Christians. 15th century sources like the Nikon Chronicle apply the term to the Tatars on the eastern fringes of Ryazan, whom were a mix of Muslim and Tengrist, employed in battle against the Finno-Ugric Mordvins; the Ermolin Chronicle has the Khan of Kazan recruiting Circassian cossacks who were probably still a mix of Muslim and Habzist at the time, to fight against the Russians. The Christian Zaporozhian and Don hosts that emerge later are syncretic societies developed organically over time. You draw a divide between predecessors and successors, but I think that's erroneous. What defines them as cossacks really is their location between the fringes of urban societies and the hostile steppes, and their employment as mercenaries against enemies within and without. Khazars, Pechenegs, Nogais, Kipchaks, Tatars of all kinds, Circassians, Slavs... Why not throw in the Crimean Goths too for good measure.
Knowing what little I do about Turkic paganism, I'd say worship of the sky was probably more prevalent than the sun. There was a god beloved to the Tatars named Kayra, whose name might be related to "ura" if it really is some kind of Hallelujah, but he was not a solar deity. As for the "U" prefix, it has the meaning of "towards" in Serbo-Croatian, but that meaning isn't applied backward to Proto-Slavic by linguists. I think that might be a bit of a stretch. As a locative though, it could mean "We are with/by/at [whomever]" like a synonym to "God is with us". I personally lean more towards the "hit" or "advance" definitions.