On the role of religion: I think the best way to get a feel for how religion integrates into daily life in the period you are writing about is to read books written during that time period, if you’re working in a time period when such books are available. One can find historical fiction that treats religion with tremendous thoughtfulness - Hilary Mantel’s Wolf Hall comes to mind, which is all about the intersection of religion and politics, or Gore Vidal’s Creation, about a man’s struggle to understand God in the ancient world, through the lenses of Zoroastrianism, Buddhism, Jainism, and Confucianism, among others. But, for an understanding of the thoughts of ordinary people, literature from the period you’re writing about is a much better guide to the range of attitudes and world views than modern historical fiction, which suffers from all the same problems and biases that we are struggling to solve and rid ourselves of (*).
Be careful about assuming that in the past there was some general “more religious” mindset; rather, look at the lives and behaviors of people like the ones you are writing about. For instance, in Europe and in the US, atheism was a very big deal in certain post-Enlightenment circles. On top of that large swaths of people of many social strata who might have believed in God or been agnostic didn’t participate in any kind of organized religion, just as now. I think someone mentioned religion as a way of separating communities; us vs. them. That’s important and useful for some characters in some times and places; but it’s often more about social strata and community than it is about actual religious belief or piety. Moreover, for people who were raised in an enviroment of religion, they are as likely to take it for granted as to have it be a conscious part of their existence. It’s very good to be aware of the social norms around religion so that you can write with intention whether your character conforms to them or defies them, but don’t assume that your characters have to be formally religious because “people went to church then.” Rather, think purposefully about what religion means to your characters and use its influence and symbols accordingly.
(*) Off topic: I was reading a history book - nonfiction - that mentioned something about how gay soldiers are portrayed in post-war fiction to support an argument about this or that. The author cited a novel with a character in it who was a lesbian WAC. I thought, this is right up my alley - I need to track down this book! So I looked it up, and was disappointed to learn that it was written in 1987. I found it rather disingenuous of the author to call this a “post-war novel”. There is a HUGE difference between a book with a lesbian WAC written in 1947, and one written in 1987. The former would give one an interesting data point about its time, but the latter must really be taken very cautiously as evidence of anything that anyone thought about anything immediately after the war. It might have been meticulously researched, or the WAC character based upon a real person, but the author who cited it didn’t say any of that. While I have been gobbling up fiction written in the 40s and 50s of late, I’ve actually been largely avoiding modern historical fiction about that era since I’ve been working on the novel, because I don’t want to mix up stuff I read in there from stuff in sources from the time.