I believe you have lost the religious war, friend.
You are correct about Great Prophets; there are indeed a limited quantity of them. In my 6-player game on Prince difficulty, there were 4 Great Prophets. I believe you are also correct in saying they are used strictly for founding a Religion. I did not notice any other options for that unit during my game.
As you have mentioned, buying units with faith corresponds to the dominant religion in that city. If you still have citizens following your religion, there may be some small hope for the pressure to bubble and your religion to become dominant again, but that is unlikely at best. Cities spread pressure based on how many followers are in that city; the dominant religion will almost always be emitting the most pressure. If you chose traits that increase pressure in some way, your religion might resurface. Otherwise, I believe it has been lost to the waves of time.
DISCLAIMER: This game is a new release, and this evidence is almost all anecdotal from gameplay experience.
After a little more research, I still don't have a definitive answer, but here's my semi-educated theory:
Like Civ V, the base number of religions per game is tied to the map size, according to the following distribution:
╔════════╦═════════════════╦═══════════╗
║ Size ║ Major civ count ║ Religions ║
╠════════╬═════════════════╬═══════════╣
║ Duel ║ 2 (default) ║ 2 ║
║ Tiny ║ 4 (default) ║ 3 ║
║ Small ║ 6 (default) ║ 4 ║
║ Normal ║ 8 (default) ║ 5 ║
║ Large ║ 10 (default) ║ 6 ║
║ Huge ║ 12 (default) ║ 7 ║
║ Huge ║ 10 ║ still 7 ║
╚════════╩═════════════════╩═══════════╝
I got these numbers by actually starting a new game with each of the initial condition combos (playing as Catherine de Medici, starting in the Ancient Era). I beelined for starting a religion and checked the "All Religions (1/n)" button after doing so.
There are exceptions, though. In particular, game era makes a difference. Quoting page 133 of the game manual:
Great Prophets are no longer available when starting the game in the Industrial Era or later.
So there's no religion at all in games that start halfway through history. My guess is that this is because the game's Great Prophets all come from three eras: Classical, Medieval and Renaissance. So even if your game still has available religion slots left (like mine), you could miss out on getting to found a religion if you've progressed to a later era or all the Great Prophets from your era have already been generated. (This doesn't work the other way around, though; I was able to generate a Classical Era Great Prophet while still in the Ancient Era, and successfully founded a religion with that unit.)
There's still a hole in this theory: I loaded an earlier save file for my game, when I was still in the Renaissance Era, and the "All individuals of this type [Great Prophet] have already been earned" message was already there.
Best Answer
As of now (after Fall 2016 update), there's nothing official you can do. There are related Casus Belli, such as a Holy War if they've converted one of your cities, but I believe this requires you to have founded a religion of your own.
My typical response is to beat them up and live with the warmongering penalty, but perhaps that is not always the answer.