He was a Catholic. An historian once found a signed declaration by John Shakespeare swearing that he was still a Catholic, but somehow, this slip got "lost" and the guy who found it recanted the position.
Fishy.
In any case, the Catholic Church was prosecuted by only a single generation from W.S.'s time, being an open Catholic at the time was not only illegal, but punishable by death.
A case is made at this article that W.S.'s invective at usury in Merchant of Venice is aimed at Puritans and other Protestants (jews were kicked out of Britain for a few hundred years by willie's time)
http://www.theimaginativeconservative.org/2018/04/shakespeare-puritans-shylock-usury-joseph-pearce.html