Who was the most religious character from lyddie?

This is simply a matter of opinion, but I would argue that Luke Stevens is the most religious character in the story, for the simple reason that he actually lives out his faith, which not all religious people do. Everything that Luke does in life is deeply informed by his faith, and that includes his proposal of marriage to Lyddie.
Luke is a Quaker, which, among other things, means that he's strongly opposed to slavery. Most self-professed Christians at that time were actually in favor of slavery, despite the enormous misery and suffering it brought to so many. The Stevens family, however, takes its Christian faith very seriously indeed, and so it's no surprise when they help Ezekiel escape to Canada, where he can finally live as a free man.
One should also mention the great kindness that Luke and the rest of his family shows toward the Worthens after Lyddie's father takes off and her mother ends up in an asylum. In the true Christian spirit, they show themselves willing to help out as best they can at such a difficult time. But Lyddie, being such a fiercely proud, independent spirit, doesn't feel comfortable about being placed in a position of dependence, though she's still immensely grateful for the Stevens' kind offer.