The mainstream religion in the book involves seven gods/seven faces of god so their temples tend to be seven-sided thus septs - septem Latin for 7. Depending on which dictionary you use, sept is either from L. septum/saeptum - an enclosure, or a formation of sect both echo nicely with the intended meaning. A septon is a person who presides over a sept.
You'll find frequently in science fiction and fantasy that that they don't explain or point out the "non-standard" words as this tends to break the world-building aspect. In this case, there is no relationship between this world and ours, so it would be odd for a character to mention churches or Catholic priests when there are no such things and everyone in that world would be expected to know what they are.