Hi Mart
There are two source of data – one is the book by Barret on world christianity which summarises statistics.
You could also check the world values survey (or published results from this) which has religious data from a number of countries.
Religion State and Society (journal) has information on religiou in former soviet block countires
But in the end I think you have a research topic which hasn’t been looked at in a significant way.
There is wider work on how religious / ethnic belliefs helps or hinders integration in a migration context, but sorry – don’t have any references off hand.
Hope this helps in some way
Regards
Craig