You might be interested in some earlier answers on the topic, especially this one by u/y_sengaku and this older one by u/Platypuskeeper both focused mostly on Scandinavia. There are also responses like this thread with answers by u/0utlander and u/TywinDeVillena and this one by u/kieslowskifan on why Protestantism is not prominent in some other countries, and this discussion by u/kashisaur on the Reformation in England. Furthermore you can read answers by u/wishbeaunash and u/dromio05 (here) as well as u/NewfInTheCity (here) on what motivated some states to become Protestant and some to not do so.