Slavic mythology isn't that unknown. We know that a thunder god (Perun) was on top of it. In Finnish mythology, it's pretty clear Ilmarinen (a sky/weather God) is on top of it. Though it has a specific thunder god (Ukko), they seem to think he came later and took over thunder from the sky god.

Celtic mythology doesn't have a sky god on top, it's true. But it has the same issue as Norse mythology: in the form we know it, it's much younger (and probably influenced by) Christianity.

Very little about Finnish mythology is clear. Pretty much everything known about it was written down centuries after Christianity had become established in Finland. And the same applies to other Finnic and Uralic peoples as well.

In some sense, talking about gods in Finnish mythology is a mistake. The entities now understood as gods were not the same kind of big important guys as Indo-European gods. Finnish mythology was more focused on spirits, most of which had narrow and/or local domains. "Gods" were more like spirits with wider domains.

Then there is the confusion around names Ilmarinen, Ukko, and Jumala, which possibly referred to approximately two entities in total. And to make the matters worse, "Jumala" and "jumala" in modern Finnish translate as "God" and "god".

Or that could just be what people remembered centuries after the pre-Christian Finnish society was gone. Very little about that society is known. The traditional treatment of Finnish history is mostly based on archaeological evidence until the semi-mythical Swedish Crusades.