Well, in all the stage versions, her maiden name is Gallagher. However, this wasn't used in the film. Also, Horace has a line (again, in the stage play) about - "The Vandergelders are Presbyterian".
It made for a beautiful ending, though. The final shot of the pretty church, the Hudson River, the green hills.
"Samantha! You picked a lemon in the garden of love!"
Yes, in the stage script, it's heavily suggested that Dolly Gallagher Levi is Catholic. All the versions I've ever seen, when she sings the lyric, "It's my duty to assist the Lord above," she makes the Sign Of The Cross.