Your ancestor’s probate file may contain clues to their church membership.
A will may mention a bequest to a church or a minister. The expenses paid by the estate may mention a donation made to a church after the funeral or a direct payment made to the minister who provided the funeral sermon. Other payments from the estate may suggest the denomination of which the deceased was a member. An inventory of the estate (if the location, time period, and denomination is right) may mention a pew in the local church.
It is possible that there may be other indirect clues as to your relative’s religious persuasion in their probate file. Take a good hard look.