(This little bit was written for a Political Science class)
Monty Python and the Holy Grail depicts the concept of the divine right of kings in a very satirical way. King Arthur is in general seen as a romantic view of the British monarchy, to have claimed the throne because he was meant to do so. This is challenged through his discussion with Dennis. Arthur describes the lady of the lake, a magical being who gave him Excalibur, which signifies his rule. The myth makes it seem like it’s perfectly natural for he to be king, but Dennis might come from modern times and has no respect for myths. To him, myths don’t exist; only people exist. To him, Arthur is only a person asserting rule in such a way that differs from Dennis’ anarcho-syndicalist ideology that has people ruling collectively. The myth is further satirized when God shows up. While God is supposed to be respected in our society, Monty Python depicts him in a disrespectful fashion using obvious cardboard cutouts and a negative portrayal of God’s authority. God sends the knights on a quest for the grail for no apparent reason, it’s unclear where the grail is (it may be at Castle Anthrax or Castle Arrrrg or somewhere else entirely), and the knights are unable to complete their quest. The whole thing looks like a colossal waste of time, prompting the question of whether God had any greater purpose or just wanted to mess with his underlings. God’s servants, the monks, are also portrayed as fantastically stupid. This disrespect of religion and religious authority shows up in their other movie Life of Brian.
The witch scene shows a mob rule. There is no government aside from the common people taking collective action in a way distinctly disorderly, compared to the anarcho-syndicalism commune. They are upset about life and want to kill a woman to take out their anger. Historically, witch-burnings were about misogyny, which is mocked by the woman being intelligent compared to the mob, and it seems like she was just grabbed for no reason. The mob clearly dressed her up like a witch because they thought she wasn’t but just wanted to kill her. Though she apparently turns out to really be a witch through some absurd logic, the point remains that the mob was acting with witchcraft as a simple excuse to kill someone for their own pleasure.
From what I’ve heard of Monty Python, they’re pretty liberal. They probably agree more with Dennis than Arthur. They’re also not anti-theistic so much as opposed to religious nonsense. It’s also worth noting that the Spamalot Broadway play subverts the point of the Dennis scene by having the lady of the lake show up and assert Arthur’s authority, making Dennis one of the knights. Spamalot was only produced by one of the Monty Python team, though, if I recall correctly.