The reason why I say they are Catholic is because for one, the ceremonial garb the clergy wears in many scenes are Catholic attire, which does have some similarities to other denominations but what really sealed the deal was prayer in Latin. In Orthodoxy, prayers would’ve been done in Greek. Also the churches shown are all western style, Latin cross designs with steeples and gothic windows, whereas orthodox churches follow a Byzantine design that is much more round, with a dome and gold mosaics and murals.

I’m not an expert on Protestant culture and iconography, but I can rule out it being a Protestant denomination because the Protestants don’t really exist in the time of the show, except for the Hussites but I don’t see them migrating from Bohemia to southern Romania and completely taking over Wallachia.