Not long after his inauguration, he went to the National Cathedral for a photo op. I remember his doing a second photo op a few months later, and this article says there was a third visit.
Muslims can enter a Christian church as long as they don’t really participate in the service.
He skipped the National Prayer Breakfast—first time in decades that that has happened. He has noticeably said nothing about the Christian holidays. But he has celebrated several Muslim holidays in the White House.
I’d say he’s a Muslim. Not a terribly observant one, but he presumably thinks he’s much too important for the little details to matter. He’s either the Mahdi or the forerunner of the Mahdi, making way for the victory of Islam and the reign of Allah.
I think he’s basically Muslim identified, although it may be too much of a bother for him to practice. Besides, as you point out, the Mahdi probably isn’t subject to the same rules as the rest of the slugs.