I know Christianity started showing up in Romania as early as the first century, courtesy of the Roman Empire. But I figure that, same as in many cultures that have foreign beliefs pushed on them, the indigenous religions will survive or blend with the new religion for some time. Or other religions could come in for a brief time, influence a small pocket of people for half a century, and vanish. Cults are fine too, whatever works.
A dozen or so Wikipedia articles on Romania, its history and religion, and sun deities turn up nothing. I've googled various mixes of sun worship, romanian, romania, religion, history, mythology, sun, and even proto-hungarian gods. I have no idea now why I googled that one. The best I've been able to come up with so far are Mithras, who Wiki briefly claims is sort of a sun deity (I think Wiki lies), and hints that MAYBE the Romans brought Helios/Apollo to Romania.
I could put the character's origins just about anywhere in history, although I'm shooting for somewhere in the hazy void of time between "half a millenium ago" and "could have met Jesus," so somewhere in the Middle Ages is probably the best bet.