Can a person be religious and still be lost?
Yes. A person can be deeply religious and still be lost. Lydia, a seller of purple from Thyatira, worshipped God and met with Jewish women for Sabbath devotion, yet she was religious but lost. Religious activity and worship do not themselves save; the Holy Spirit must bring the truth.
Les explains from Acts 16 that Paul and Silas came into Philippi, and on the Sabbath they went out of the city by a riverside where prayer was made. There was evidently no synagogue, so they spoke to the women gathered there for devotion. Lydia, a seller of purple from Thyatira, was in the upper echelons of society and handled one of the most expensive cloths of the then-known world. She was a business woman who worshipped God, yet Les says she was religious but lost, as lost as lost can be. Her religious devotion did not save her; the Holy Spirit then brought the apostle Paul.
And a certain woman named Lydia, a seller of purple, of the city of Thyatira, which worshipped God, heard us: whose heart the Lord opened, that she attended unto the things which were spoken of Paul.