Your instinct may be right about her position in the community. Best not to entertain her curiosity much. The question about the church is a Southern thing. At some point, she might invite you to her church and so she is trying to find out if you have found a church home yet, or if you go to church. (There seems to be a preoccupation with pseudo-religion down south). Welcome to NC, I also live in NC. Originally from NYC. It takes some getting used to but it is also a beautiful state with mountains to the West and beaches at the other end. Just take your time and find things you like to do and maybe you will find others and make new friends. Just do not feel obligated or motivated to do so for a cookies.