Reddit reviews Against Religion: The Atheist Writings of H.P. Lovecraft

I think you might benefit from reading Against Religion: The Atheist Writings of H. P. Lovecraft, because his views regarding religion - particularly but not exclusively Christianity - are gone into in some detail there.

There are a couple things at work in Lovecraft's world view. The first is that he was a materialist - convinced not only of the impermanence of the body and consciousness, but a firm disbelief in the supernatural of any sort, with organized religion little more than myths and fables to support and encourage morality (which morals he often, but not entirely, agreed with). The scientific discoveries of his age left him in little doubt that humanity was a transient and insignificant feature of the universe at large, and individual humans merest blips in existence.

But that was the cosmic scale of thinking. For the most part he lived his life, did the best he could to enjoy it.