If this is accurate (taken from an article)
During his service to Cardinal Wolsey in the 1520s, Cromwell became a quiet friend to the Thames Valley Lollards, a group of religious dissenters that questioned the established church.
Over the following decade, when Henry VIII effectively granted him Wolsey’s powers in the church, he became a busy and effective promoter of the new religion and its enthusiasts. And in his latter years, he became a discreet organiser of contacts with the most radical European mainstream Reformations, in Zurich and northern Switzerland – far beyond anything the king could have approved, and highly dangerous for him. That was not the action of a political cynic.
there is nothing in the series that indicates he has any feelings either way about religion.
They have as posted up thread, every scene looks like a painting. ie beautifully staged but empty of meaning.
In my earlier post I said it was like Rylance is just moving from one portrait post to another.
Given the completely HUGE importance of religions during this time, to not have any scenes showing how or even if Cromwell had any loyalties is a complete failure in terms of an historical drama.
I presume that Mantel does explore this is the books.