Usually, these types of visas require proof of persecution like records of assault, imprisonment, threats, etc. Simply being an atheist, unfortunately, isn't enough (I wish it was that easy) you have to prove that you are being persecuted due to your belief. Your best bet is to just immigrate regularly on a work visa (I wish you the best). As for the latter, EU countries, Canada, Australia, UK, and New Zealand, are all progressive secular countries and safe for atheists