Is it known what religious practices or philosophy was followed by Jethro before his conversion? I respect that he was simply a "pagan," but what philosophy did he adhere to that would allow him to be identified as a priest (in any context)?
The pasuk calls him כהן מדין while the translation
Now Moses' father in law, Jethro, the chieftain of Midian, heard all that God had done for Moses and for Israel, His people that the Lord had taken Israel out of Egypt.
Thus he was either the head priest of Midian, until he became ostracised for deciding it was false or a chief of the area.
Now the chief of Midian had seven daughters, and they came and drew [water], and they filled the troughs to water their father's flocks.
Now the chief of Midian had: Heb. וּלְכֹהֵן מִדְיָן, i.e., the most prominent among them. He had abandoned idolatry, so they banned him from [living with] them. [From Exod. Rabbah 1:32, Tanchuma, Shemoth 11]
Rav Hirsch translates it as
Now the Priest of Midian had seven daughters ...
Note the usage of the Priest meaning the high priest of the local religion who had lost his position (as Rashi says) for deciding that it was false.