I worry about this. I think there are several hints she might be.
In chapter XII a religious graffiti artist writes, "THY, DAMNATION, SLUMBERETH, NOT," on a stile.
In chapter XXVI Reverend Clare persists that a knowledge of a farmer's wife's duties came second to a Pauline view of humanity. The chapter notes say Reverand Clare unconsciously elevates Tess with her pure humanitarian heart - and as purity-as-abstenence: that he unconsciously damns her. I don't understand this myself.
In chapter XXVII it says "He (Angel Clare) knew that, in reality, the confused beliefs that she held, apparently imbibed in childhood, were, if anything, Tractarian as to phraseology, and Pantheistic as to essence. Confused or otherwise, to disturb them was his last desire:
Leave thou thy sister when she prays,
Her early heaven, her happy views;
Nor thou with shadow'd hint confuse
A life that leads melodious days
But this is what he does.
In chapter XLVI, Alec says to Tess that she seems to have no religion. She says she has but does not believe anything supernatural. She says she believes in the spirit of the sermon of the mount, but then gave her negations.The book does not detail her negations, but she had learnt them from Angel, and they were convincing enough to shake Alec d'Urberville's new found faith, although maybe he did not need much convincing. The notes say her belief in the spirit of the sermon on the mount means she has a distrust of organised religion, and that she regards the New Testament as a Christiad and not a Pauliad. That does not sound too worrying. What worries me is that she says she does not believe anything supernatural, but in the Wessex World there is some supernatural. There was the incident when the butter would not churn because someone was in love. There was the **** that crowed in the afternoon. There was the legend of the d'Urberville coach. There was the incident when Alec d'Urberville made her swear an oath by a cursed monument to a man who had sold his soul to the devil.
I don't think it's looking too good for Tess in the next world neither.