I believe that the "mountain of God" where Moses encountered YHWH was in Midianite territory as Moses was working for Jethro at the time of his encounter with the burning bush. I note that God described that place as holy ground, and if that place had previously been a place of worship for another god, I suspect God's repugnance would have prevented that.
I accept that Jethro may have had other gods (Ashera etc) in addition to JHWH before the Exodus, but I going with the belief that Jethro was familiar with JHWH at least.
I don't hold with the genealogical explanations: "Don't say we are safe because we are children of Abraham".
The narrative is full of examples of individuals (mostly women) and groups (e.g. Kenites) 'opting into' the tribes of Israel.
There is another angle. Abraham offered tithes to Melchizedek, a priest of the God Most High.
Melchizedek was not "Jewish", Israelite or Hebrew.
But Abraham saw their God as the same.
I would argue that God did speak to Abraham, but God also seemed to be having discussions on the side with the likes of Melchizedek as well.
Keeping His options open?
I, too believe, as do many scholars, that the mountain of God was in Midianite territory. I doubt seriously that the holy ground on which Moses stood was a place of worship for other gods as well. I also believe that he probably was familiar with YHWH (I like that you use a literal transliteration) as they crossed paths with the Israelites on sundry occasions, in some instances, not so pleasantly. Numbers 31;1-12 tells us;
"1And the LORD spake unto Moses, saying,
2Avenge the children of Israel of the Midianites: afterward shalt thou be gathered unto thy people.
3And Moses spake unto the people, saying, Arm some of yourselves unto the war, and let them go against the Midianites, and avenge the LORD of Midian.
4Of every tribe a thousand, throughout all the tribes of Israel, shall ye send to the war.
5So there were delivered out of the thousands of Israel, a thousand of
every tribe, twelve thousand armed for war.
6And Moses sent them to the war, a thousand of
every tribe, them and Phinehas the son of Eleazar the priest, to the war, with the holy instruments, and the trumpets to blow in his hand.
7And they warred against the Midianites, as the LORD commanded Moses; and they slew all the males.
8And they slew the kings of Midian, beside the rest of them that were slain;
namely, Evi, and Rekem, and Zur, and Hur, and Reba, five kings of Midian: Balaam also the son of Beor they slew with the sword.
9And the children of Israel took
all the women of Midian captives, and their little ones, and took the spoil of all their cattle, and all their flocks, and all their goods.
10And they burnt all their cities wherein they dwelt, and all their goodly castles, with fire.
11And they took all the spoil, and all the prey,
both of men and of beasts.
12And they brought the captives, and the prey, and the spoil, unto Moses, and Eleazar the priest, and unto the congregation of the children of Israel, unto the camp at the plains of Moab, which
are by Jordan
near Jericho."
And of course Gideon again went to battle with the Midianites. So, they were pretty familiar with each other.
At any rate no one knows exactly what religion he really practiced and the only evidence we have of his conversion to Judaism is the reference in Exodus 18 as I mentioned earlier. It is ironic in a way that the Druze religion to this day hold Jethro, in Arabic known as Shuaib, in high regard as the most revered prophet of their faith. As a matter of Jewish Law, whether or not Jethro did at the time, Zipphora would have had to convert to marry Moses. Prominent author Akaya Kitchen, wrote an article for "Lifting up Zion" entitled "When Jews and Gentiles come together:Moses and Jethro".
You mention Melchizedek. Dr. William Varner, Theologian, author and Professor of Biblical Studies & Greek at the Master's University, wrote an interesting article entitled "Jethro and Melchizedek: Two Righteous Gentiles". I can't find anywhere that confirms it but I have to believe that he did indeed convert and became a priest of YHWH. The only Biblical references to Melchizedek are in Genesis 14:18-20 where he gives Abraham bread and wine (which many Cathloics call the first Eucharist) after he had rescued Lot, Psalm 110:4 where we find the somewhat cryptic "Thou
art a priest for ever after the order of Melchizedek.", and lastly in the book of Hebrews where Paul calls him "Called of God an high priest". I can't say one way or the other whether God actually spoke to or through him at any time but he is one of those mysterious characters that God used in His plan. Anyway, this all started as an attempt to answer the original poster as to whether God told Samson to disobey a law. Wow