Norway controlled all the Hebrides and the Isle of Man and in 1154, they became the Diocese of Sodor. Norwegian control over these lands continued until 1260, when they were ceded to Scotland. The Isle of Man was further detached from this confederation and in 1334, it came under the suzerainty of the Kings of England.
There is a Church of England Diocese of Sodor and Man. It is interesting to note that whilst the Isle of Man is not part of the United Kingdom, the Bishop of Sodor and Man is not a Lord Spritual and does not sit in a seat in the House of Lords.
I am sure that the Rev. Awdry was aware of the religious connection when he wrote the Thomas the Tank Engine Books.