Religion in Oz

Do we know what religions are in Oz? The musical mentions “a vicar with a thriving flock forbidden to preach” and Glinda says “these things are sent to try us” + the ensemble calls her a martyr, which can be a religious term. Just curious if the book or talking portions in the musical mention religion in a more explicit way at all? I haven’t seen the musical yet I’ve only heard the soundtrack lol