Ok, so Shang and Zhou dynasties are from the Bronze Age if I'm not mistaken.
If it's true what I just stated, you are looking at a period of growing maturity in the chinese culture. I would say that the most direct relation between religion and art in that period, is that as divination and sacrifice were the proeminent religious beliefs, artists spent their time building arks and vessels for those rituals. In fact, the heaviest artistic piece that's known, was built on that era as part of a rite (it has a weird name, I can't remember). Remember, sacrificial rites always involved a lot of artifacts, either to be thrown at sea or somewhere else. They were believers on the afterlife.
Focus your search oh the Shang Dynasty. You can find much more about that, as it's the latest.
Hope I helped.