I found this Protestant interpretation of the album (let me just say, I only call it Protestant because of the name of the blog, denomination means little when it comes to this stuff).
I'm not so sure this guy is really getting it, though. I don't think there is an underlying Christian message, as he calls it, within the album. As I've read the lyrics more and more, my doubts are given assurance that Coldplay is mocking Christianity, not celebrating it or "discovering" it. It's like small children mocking or mimicking something they only have partial knowledge of, so they do an "interpretation", if you will. That's Coldplay. Perhaps they are exploring Christian themes, but they are certainly not elevating them. Anyway, give it a read.