There is an anthology of "Russel on Religion". That's the title.
Edited by Louis Greenspan and Stefan Anderson.
published by Routledge.
I suggest you get beyond the semantics of whether Bertrand Russell" was an agnostic, atheist, free thinker. Atheist clubs go over these terms too much and use the terms as cudgels in a war of words about who is a strong atheist and who is a weak atheist. Waste of time, but what is worse, divisive, and distracting from issues of substance.
Focus on culture and philosophy and the role atheism and doubt plays in that.
There are also several anthologies of Russell's writing that Russell himself edited. And of course there is his 3 volume biography.