In my games, sometimes protestantism(s) proliferate and remain, other times they are largely quashed.
I often find that either Scandinavia, or Britain do not become Protestant, and fairly often both remain Catholic - this usually spells doom for protestantism.
The region that is reliably protestant-leaning (for my games) is northern Germany (and maybe Switzerland for reformed).
I've played for around 1,200 hours.
If you've had a game that didn't go well, try another play through. It won't be perfect, but it will be different.