It's not a canon source, so you can't take that as accurate.
That being said, I see no reason why your character could not remember the Krynnish gods in some fashion. It's just a background element after all, and some players got away with far worse than that. Your views on the gods would only be seen with uncaring indifference or outright lunacy by your fellow Sithicans.
Though you should take care to portray a very important element to the ravenloft setting in regards to outsider faiths: paradigm shifts. Just as the churches of Bane and the Morninglord are different than their Faerunian counterpart, so should your worship of the Krynnish gods. First thing coming to mind, it would be kind of hard to see Paladine and Takhisis as the creators of dragons in a world where they are virtually inexistant. So maybe the best thing would be to go half-way between krynnish and Sithican Lore. Remember their names and general purpose, but do view them as the Many-Headed Devourer of Heat and Darkness and the Adamantium Dragon of Cold and Reason. Their memory of them, having been veiled but not entirely erased, by the Dark Powers.