I’ve long felt he was Catholic just from reading his works.
The 16th Earl of Oxford Edward De Vere was a Catholic, and is most likely the person who wrote all of Shakespear.
Hey, most of the people Shakespeare wrote about were Catholics ~ and excepting the monsters, the only non-Christian was Macbeth’s wife ~ she was a Scandinavian princess. They weren’t Christianized until the late 1700s (if the truth be told).