Smthing something search up Kyoko's backstory on youtube. Her magical girl uniform is based off a priest's cassoc. Her priest dad tried to kill her for heresy (alien magic). She tries to convert her friend away from magical girl slaying. Friends with the other ex-catholic in the area (Homura). When she dies, all she's left with is the ability to pray for her and her friend's salvation away from their shitty lives.
spoilers ahead. she made a wish for her father's sermons to be listened to. it worked but then he found out about it and killed her entire family and then himself. so there's obviously a lot of baggage there.
CC
She was raised by a very Catholic-looking nun (tho they never actually say that she's Christian or catholic, just a nun who is visually obviously Catholic) who tricked her into being immortal. We see her in the present praying in a church that looks very Catholic for the main character's health.
She tries to help the Holy Brittanian Emperor and a few friends kill "God" (actually not God, just the representation of everyone's individuallity that, if killed, would turn humanity into a hivemind, who the Holy Emperor calls "God"), gives up being the leader of this plot when one of these friends "dies". By pure coincidence she meets this friend's son (the main character of the show, Lelouch) and tries to trick him into being immortal, and ends up falling in love with him, praying that he survives his dumb sacrifice. He dies. There's a movie about "what if he didn't"
She’s immortal and was on board with a plan to kill god at one point but she is indeed canonically Catholic which really just elevates that up to 11