Okay, here's some stuff to start. I recalled that the person who started my whole interest in Tim McVeigh's religious persuasion was Paul Begala. I heard him say that McVeigh was an atheist and did a bit of research. That research is long since gone, but this is what I found in a quick google search:

Short reference to McVeigh's religious persuasion

I'll have to spend some more time on this later as I have to start on dinner. I promise I'll do more...
Beccy