I would like to learn about the early Christian church and it's interaction with and influence on the Roman Empire as well as the development of Papal authority into the feudal states. I know this is a very broad subject matter an my research so far has been unsuccessful but if you know of any places to start I'd appreciate the help!
I feel one of the problems of your quest may be that you are basically forgetting about the four hundred years between 500 and 900 AD. Few historians, if any, would use the terms “feudal states” and “Holy Roman Empire” before the 10th century (though both feudality and the term “Holy Roman Empire” are constructs of a later period). Are you rather interested by the transition in itself (500-900, a period for which I may have some recommandations in English) or by the making of the HRE and of “feudal” Europe? (say, something like 900-1200)?
As a couple of starting points, I would suggest:
While both are angled at Christian events, they both provide good overviews of what you're looking for. Norwich spends a bulk of his text on the period 500-900 AD, analysing the evolving authority of papal authority on Europe as the Roman Empire was replaced by the Holy Roman Empire. Conversely, MacCulloch takes into account the wider socio-political context of Christianity as it has evolved over the past 2000 years.