Hitler was raised Catholic, and in some of Mein Kampf he states that it would be doing God's work to rid the world of Jews. Despite what some may tell you, this is completely abhorrent to Catholic teaching, or any Christian teaching, except for some very small cult/fringe groups which use the name of Christianity but are very far from it in any doctrine.
Hitler was obviously very far from any religion when he began persecution and extermination of Jews, Freemasons, Gypsies, etc.
Naziism was basically worship of Hitler.
Some high-ranking Nazis attempted to revive the ancient pagan religion of Odin and Thor, but that never got very far. Despite the ancient Viking religion being very oriented toward warfare and strength, I don't think even the Norse gods would have thought much of the mass slaughter of unarmed prisoners.
Some have tried to make anti-Catholic material out of the fact that the Church never excommunicated Hitler, or any other prominent Nazi. The simple fact is, that excommunication is a measure applied only to those who are practicing Catholics, or at least holding themselves out to be Catholic. Hitler did not need to be excommunicated, he himself abandoned the Catholic Church.
As for your last question, the world was slow to respond simply because no-one believed it. Mein Kampf laid out very plainly what the Nazi agenda would be, but most everyone figured it for the usual politician tough-talk, and not a blueprint for the holocaust.