I have read Last and First Men, Star Maker, Odd John, and Sirius. All remarkable works of astonishing imagination. I have also read his uncompleted work "Four Encounters," which is not science fiction (and hardly fiction at all) but which offers a great deal of insight into his thought.
Apparently "Four Encounters" was supposed to be "Ten Encounters" but the author died before it could be finished. In any case, it consists of four character studies -- a Christian, a scientist, a mystic, and a revolutionary -- in which the narrator discusses the beliefs of each. The feeling I got from "Four Encounters" was that Stapledon was the ultimate agnostic; not just on religious questions, but on philosophical and political matters as well. He is willing to listen to each of the four, but makes no final judgment on any of them. It would have been fascinating to read six more of these encounters.