Sources (That I have sitting around):
1. p. 3 "The Church of Ireland (Anglican and established until 1869) was a family affair, for William's own father had been Rector in Drumcliffe parish in County Sligo"
2. p. 196 "Yeats was proud of his family's long tradition as members of the Anglo-Irish
gentry and of the Church of Ireland"
3. p. 221 and p. 223 show that the Church still recognized him as one of theirs later in his life. 
4. p. 42 Discusses the mix of Christianity and Mysticism in Yeats's beliefs. The back cover even calls him a "Christian" and an "Occultist". 
5. p. 515 "He lectured on 'magic and mysticism' and declared his commitment to 'Christian mysticism'."
And so forth.