P. B. Shelley, the husband of Mary Shelley, who wrote Frankenstein, is the most idealistic of the "Big Six." He was the most political and the most radical. He truly believed that humanity would gain its secular redemption in the real world. This is not to say that his poetry is not angry.
He sees the world as fallen and corrupt, in other words, in a state of alienation. A great deal of his poetry analyzes the worldly problems that surround him, but most of them also look toward a solution.
None of the Romantics had what we would consider orthodox religious beliefs. Indeed, Shelley called himself an atheist, but in many ways, he was the most religious of them all. Like Blake, he saw that the problem with Christianity was its corruption by the Church into a worldly source of political and economic power, but whereas Blake still believed in what he called Christianity, Shelley rejected the term completely. Nevertheless, he held tight to religious ideals (most of which would be considered Christian), and some passages in his masterpiece, Prometheus Unbound, are among the most religiously inspiring I have ever read.
In "A Defense of Poetry" and "Ode to the West Wind," he gives the Poet (or poetry) a privileged place in that solution. One of his most famous passages comes from "Defense":
They (poets) measure the circumference and sound the depths of human nature with a comprehensive and all-penetrating spirit, and they are themselves perhaps the most sincerely astonished at its manifestations, for it is less their spirit than the spirit of the age. Poets are the hierophants of an unapprehended inspiration, the mirrors of the gigantic shadows which futurity casts upon the present, the words which express what they understand not; the trumpets which sing to battle, and feel not what they inspire: the influence which is moved not, but moves. Poets are the unacknowledged legislators of the world. (817)
This is a big claim, but it's not unlike what Wordsworth and Whitman claim in their respective famous prefaces. It is not the policy makers and parliamentarians who initiate and govern change in the world; it is the poets.
You might find it helpful to watch The Madness of King George, as it is a wonderfully faithful representation of the time period and the "old, mad" King.