Isherwood: A Life Revealed, written by Peter Parker (Random House: New York, 2004) features extensive details about Isherwood's conversion to Hinduism and his experience with Swami Prabhavananda and the Vendanta Society. Entire chapters cover this subject. See, for example, pages 377, 386, 411, 458, 459, 472, 591, 630, 706, 710, 711-714, 721. Pages 565-645 in this biography provide a wealth of information about Isherwood's relationship with Swami Prabhavananda, his spiritual leader, and the Vedanta Society of Southern California.
Christopher Isherwood was born in England into an Anglican family. His mother was a devout Anglican Christian (Parker, page 9).
Christopher Isherwood was christened as a baby on September 27 in the Anglican church in Disley (near High Lane) at St. Mary's Church. Most of his family had been christened at Marple Old Church or at St. George's in Stockport. Isherwood's family pew at Marple Old Church even had its own fireplace. (Source: Parker, page 18)
Isherwood completely rejected Christianity while he was a young man. He wrote letters at the time which were very mocking and derisive of Christianity generally and Jesus specifically (Parker, page 85).
Isherwood later became a devout convert to Hinduism, specifically to the Vedanta Society, where he became a devotee of Swami Prabhavananda and a follower of the 19th Century Hindu avatar Ramakrishna. Ramakrishna was responsible for the 19th Century revival of the Vedanta. Isherwood, already a highly acclaimed writer, was by far the Vedanta Society's most visible convert. Isherwood did extensive work creating new English translations of Hindu texts, including his popular Bhagavad Gita: The Song of God.