Yes, but not to any significant capacity. There's a lot of talk about faith throughout the film, but from a mostly secular standpoint (Harold himself does not identify as a religious). He meets a couple of explicitly religious characters, including one who believes that God wants him to go with Harold and talks a bit about God's love, but Harold doesn't really engage with him on this point.
Harold is abandoned by Wilf, one of his travelling companions, after he catches him stealing from him. Harold himself later sneaks away from his group of followers, having realised he can travel faster without them.
Much of this movie takes place right next to roads and highways. There are many instances of cars beeping their horns, the loud noises of trucks driving past, etc.