According to ncpedia, the Devereux attended Christ Church Episcopal. Duncan Cameron was initially a member of Saint Matthew Episcopal (formerly Church of England) in Hillsborough, but he became a founding member of Christ Church Episcopal when moving to Raleigh.
It was from the partitioning of the Devereux estate that the North Carolina (Methodist) Conference purchased the land creating the Methodist Home for Children. They had received their charter from the General Assembly in 1898, set Raleigh as a location for the home, and were guided by the Raleigh Chamber of Commerce after their membership subscription raised the desired funds. The first residents were admitted in 1900. (Ref: Wake, Vol 2, Murray pp 95.)
From the Jenkins Memorial UMC website: Jenkins Memorial United Methodist Church began in 1878 in the (possibly Spencer) Riddle home (on Peace Street in 1886) as Brooklyn Methodist Episcopal Church South and later met at Clay Street and Orphanage Drive. In 1906, Annual Conference approved a conference-wide offering to build a new building at the current location at the corner of Boylan Avenue and Devereaux Street. The building officially opened on the 29th of September 1907. The church was renamed for Reverend Jenkins, founder of the Methodist Orphanage. The current brick building was built after the frame church burned in 1914.
The church was the home church for the children of the Methodist Orphanage. For many years, the church and the orphanage were inseparable and the children were required to attend chapel and services at Jenkins Memorial.