Some famous names who are known for religious themes ...
Graham Greene and Fyodor Dostoevsky have got to be two stand-outs.
C.S. Lewis and J.R.R. Tolkien.
Names I've heard of, but not read, Marilynne Robinson and Flannery O'Connor ...
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I've read a fair amount of action-packed historical fiction and yes, as
@iBrian says, the modern secular writer really doesn't get it. Their characters are either 'independent-minded' or 'rebels' as far as religions go, and way too often evidence a contemporary morality that's at odds with the age in which they're set. Religious characters are usually paper-thin stereotypes.
Having said that, most of this kind of HF is not interested in the religious aspect.
The
Kingsbridge books by Ken Follett are huge best-sellers, but his portrayal of religion is weak, the detail is there, necessarily, to move the story along, but really this is religion gleaned from historical research of events, rather than any real sense of faith portrayed by a character (as opposed to, say, Guy Crouchback's Catholicism in Evelyn Waugh's
Sword of Honour trilogy).
(I wish I could write like Follett, but it has to be said he's in best-seller land, so characterisation is pretty cardboard compared to the more 'literate' novels. His women are either "damsels in distress" or "strong and independent", and, as I recall one female reviewer noted, we are told the principle "strong and independent" character has ample breasts, often ... I did a word search and, Good Lord, he does go on about breasts a lot, her in particular, and everyone else's in general!)
Greene's
The Heart of the Matter is a standout for me.