Sources, please? I've been a metal fan for years, and I've never heard Ozzy express an adherence to any given religion. I have, however, heard him talk about songs like "NIB," "Mr. Crowley," and "Miracle Man," and his usual line is that although Satan/the devil/the occult plays heavily into the themes, he's not a Satanist or an occultist.
My sources are printed on the lyric sheets inside every Black Sabbath album.