While John Shakespeare (William’s father) lived with a ‘double consciousness’, as Stephen Greenblatt puts it, that is, the conflicted, if not strange, abidance by both Protestant and Catholic ethos, William seemed to live without committing himself to either of them (according to Greenblatt); though he often drew on his experience with these two branches of Christianity to furnish his plays: the Catholic purgatory in Hamlet, for instance.
Shakespeare might have first witnessed his father being torn between the two beliefs in his household, before experiencing a strong Catholic sentiment at school. During the school years, Shakespeare must have experienced the great split between Protestant and Catholic ethos. His schoolmasters, Hunt, Jerkins, and Cottam, were all deep down Catholic. The appointments of them were made by no others but the Earl of Warwick and the bishop of Winchester, both were still loyal to the old faith — Catholicism. As long as one appeared conformed to Protestantism, which was Queen Elizabeth’s religion, one would be fine. Well, at least the early years of her reign: when the Pope hadn’t yet excommunicated the queen and the catholics didn’t vehemently take her down from the throne.
Among the three schoolmasters, Cottam had the most influence on William. Hunt eventually left school for Douai with a student named Debdale and became a Jesuit. Cottam’s family lived in Lancashire and close to the Hoghtons, a wealthy family there. Cottam might have recommended Shakespeare to be their private tutor. Cottam knew his parents (John and Mary) were deep down Catholic and he expected William might become one as well: a brilliant one with his poetic talent.
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Catholicism was at its zenith when William Shakespeare worked as a private tutor in Lancashire. The Hoghtons, for whom he worked, were Catholic. The central government in London could hardly reach to Lancashire, leaving it a Catholic haven. Before Hoghton’s death, he bequeathed his musical stuff, players and Shakespeare his private tutor to Hesketh. Hesketh might then passed William to his wealthy neighbour Henry Stanley, whose players are coincidentally the ones who would form the Lord Chamberlain’s men.
At that time, Edmund Campion, a missionary, was all the rage in Lancashire. He went around and preached in England. It is likely that the Queen worried about a foreboding religious unheaval that Campion might have been seeding the cause. If Protestantism was replaced, so would the Queen. It is likely that Mary of Scots, the Queen's cousin, would then succeed her throne. Elizabeth didn't want that happen; Officals were sent to hunt him down for his vehement Catholic preaching. When he came to Lancashire, the Heskeths and the Hoghtons offered him a hiding place at some point. Shakespeare might have met him.
The Heskeths and the Hoghtons: it is altogether possible, then, that in the guarded spaces of one or the other of these houses Will would have seen the brilliant, hunted missionary for himself. Campion's visits were clandestine, to be sure, but they were not narrowly private affairs; they brought together dozens, even hundreds of believers, many of whom slept in nearby barns and outbuildings to hear Campion preach in the early morning and to receive communion from his hands. The priest — who would have changed out of his servant's clothes into clerical vestments — would sit up half the night hearing confessions, trying to resolve moral dilemmas, dispensing advice. Was one of those with whom he exchanged whispered words the young man from Stratford-upon-Avon? (Greenblatt, 108)
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But more importantly, Shakespeare didn’t feel stirred and enact his martyrdom. When Campion, under torture, revealed many names related to him and Catholicism. Shakespeare luckily escaped the catch, considering his connection with Hoghton and Hesketh.
Near his death, some think that William might have returned to Catholicism, despite the skeptical absence of strong evidence. A brief comment from Richard Davies, a chaplain of Corpus Christi College, Oxford, verified that Shakespeare died as a papist (Catholic) but it provided no other evidence; only a statement.
As Ben Johnson puts it, Shakespeare is for all ages and all time. He is amoral, a-religious, and above all, a connoisseur of contradictions. Just as Greenblatt and others who don't force out a moral from Shakepseare's plays, I think it best to leave Shakespeare's religion complex if not contradictory, which will shed light on the conflicts in his characters.
Reference list
Stepthen Greenblatt. Will and the World (2005). Pimlico.