The Emperor was profoundly an Atheist. Especially where it involved himself!
Only in some of the Black Library novels. It's interesting how, in GW's own Index Astartes series, the Emperor actually didn't seem to care at all for religion. When it came to the Word Bearers, the White Dwarf article merely notes that he was upset that they wasted precious time and resources - that's all.
From my understanding, many of the dissonances between events as described in the Heresy novels and events described of them from a 41st Millennium perspective are deliberate - only a handful of people in the 41st Millennium know the truth of the Great Crusade and Horus Heresy, because those events are so ancient to be more legend than history. The tale told in the collected Horus Heresy material (both the works published by Black Library, and the material published by Forge World) represents "this is what happened". Material about the Heresy that isn't part of the Heresy series represents "this is what people in the 41st Millennium believe".
We know very little about events that took place ten thousand years ago. Why expect greater accuracy from the fictional historians of a fictional civilisation that is admittedly revisionist in its recording of history?