“What makes the quest so intriguing is that the evidence for Shakespeare’s life is so scant, and in this particular area it is very scant indeed, but the times were dangerous. To be a Catholic in England was considered an act of treason.”
There was some justification for the charge of treason...
“When Mary died and Elizabeth I became Queen in 1558, the religious situation in England was confused. Throughout the see-sawing religious landscape of the reigns of Henry VIII, Edward VI, and Mary, a significant proportion of the population (especially in the rural and outlying areas of the country), are likely to have continued to hold Catholic views, at least in private. By the end of Elizabeth’s reign, however, England was clearly a Protestant country, and Catholics were a minority.
Elizabeth’s first act was to reverse her sister’s re-establishment of Catholicism, but during the first years of her reign there was relative leniency towards Catholics who were willing to keep their religion private, especially if they were prepared to continue to attend their parish churches. The wording of the official prayer book had been carefully designed to make this possible by omitting aggressively “heretical” matter, and at first many English Catholics did in fact worship with their Protestant neighbours, at least until this was formally forbidden by Pope Pius V’s 1570 bull, Regnans in Excelsis, which also declared that Elizabeth was not a rightful queen and should be deposed, and formally excommunicated her.[26]
In the setting of England’s wars with Catholic powers such as France and Spain, culminating in the attempted invasion by the Spanish Armada in 1588, the Pope’s bull unleashed a nationalistic feeling which equated Protestantism with loyalty to a highly popular monarch, rendering every Catholic a potential traitor, even in the eyes of those who were not themselves extreme Protestants. The Rising of the North, the Throckmorton plot and the Babington plot, together with other subversive activities of supporters of Mary, Queen of Scots, all reinforced the association of Catholicism and treachery in the popular mind. Elizabeth’s government declared all Catholic priests, and all those who sheltered them, to be guilty of treason. Elizabeth didn’t believe that her anti-Catholic policies constituted religious persecution, finding it hard to distinguish between those Catholics engaged in conflict with her from those Catholics with no such designs.[27] The number of English Catholics executed under Elizabeth was significant, including Edmund Campion, Robert Southwell, and Margaret Clitherow. Elizabeth herself signed the death warrant that led to the beheading of her cousin, Mary, Queen of Scots.
Because of the persecution in England, Catholic priests in England were trained abroad at the English College at Douai. Given that Douai was located in the Spanish Netherlands, part of the dominions of Elizabethan England’s greatest enemy, they became associated in the public eye with political as well as religious subversion. It was this combination of nationalistic public opinion, sustained persecution, and the rise of a new generation which could not remember pre-Reformation times and had no pre-established loyalty to Catholicism, that reduced the number of Catholics in England during this period – although the overshadowing memory of Queen Mary I’s reign was another factor that should not be underestimated.
Stuart era
The tarring of Catholics as traitors, and harsh persecution, continued during the reign of James I (1603–1625), especially after the discovery of the Gunpowder Plot conspiracy of a small group of Catholic conspirators, who aimed to blow up both King and Parliament. Ben Jonson and his wife, for example, in 1606 were summoned before the authorities for failure to take communion in the Church of England.[28] However the King did tolerate some Catholics at court, such as George Calvert, to whom he gave the title Baron Baltimore, and, of course, the Duke of Norfolk, head of the Howard family.
The reign of Charles I (1625–49) and his Catholic Queen Henrietta Maria saw a small revival of Catholicism in England, especially among the upper classes. As part of the royal marriage settlement the Queen was permitted a Catholic royal chapel and chaplain. Henrietta Maria was in fact very strict in her religious observances, and helped create a court with continental influences, where Catholicism was tolerated, even somewhat fashionable. Some anti-Catholic legislation became effectively a dead letter. The Counter-Reformation on the Continent of Europe had created a more vigorous and magnificent form of Catholicism (i.e., Baroque, notably found in the architecture and music of Austria, Italy and Germany) that attracted some converts, like the poet Richard Crashaw. Ironically, the explicitly Catholic artistic movement (i.e., Baroque) ended up “providing the blueprint, after the fire of London, for the first new Protestant churches to be built in England.”[29]”
http://en.wikipedia.org/wiki/Roman_Catholicism_in_England_and_Wales#Tudor_era
That's a nice gloss, but she didn't "find it hard to distinguish," she made no attempt at all to distinguish.
My namesake protested, under oath, at his trial that he was completely loyal to the Queen in all matters save religion, and in particular that he respectfully disagreed with the Pope that she ought to be overthrown.
He was hung, drawn, and quartered at Tyburn.