/u/commiespaceinvader has written about Jehovah's Witnesses and their suffering here and here. The religious aspects of Nazism and the Third Reich are addressed here and here and here. /u/estherke explains the complicity of the Church in the Third Reich.
/u/Kugelfang52 wrote about the religious origins of German antisemitism.
Nazi policy regarding non-Jews and non-Roma tended to be inconsistent. An explanation of why Jews (and Roma) were treated differently than others is here (and elsewhere on the subreddit). Jews were killed purely for being Jewish, regardless of personal religious observance.
Can you provide more sources on:
because that is a big assumption, which sets the tone for the future answers.