Was Shakespeare Catholic?

Yes he was. This much is uncontroversial. On the evidence of his plays, most Shakespeare scholars agree that his own religious persuasion was plainly Catholic, whether or not he was open about it.

But now the English college in Rome thinks it may have evidence that Shakespeare studied there:

http://www.telegraph.co.uk/news/worldnews/europe/vaticancityandholysee/6864627/Shakespeare-was-a-secret-Catholic-new-exhibition-shows.html

This would explain, for example, his taste for Italian settings for his plays.

Who knows?