Did you know his parents were Scientologists?
Yes. Neil Gaiman is from a prominent Scieno family. His (Scieno converts) parents ran a highly profitable East Grinstead (UK Sci headquarters in there) based vitamin supplier business, G&G Vitamins, which I believe is still firmly in business despite his father dying a few years back. His father was also head of PR for the cult for a long time after joining them in the 60s. Scientology uses huge doses of vitamins in various dubious 'therapies' (think giant doses of niacinamide which make your skin go bright red which is used in conjunction with saunas to try and .. oh
duck knows, sweat out your inner demons or some
tit they do) so it was basically a company directly connected to the cult, a nice money spinner, doubtless all the dupes were directed there to buy their doses.
I mean, Gaiman is from money. Dresses like a gothy bag person who doesn't own a hairbrush, but then people from actual money often do (see also Helena Bonham Carter for reference), it's only new money that flashes it around. Now, it's not Microsoft money, but he was brought up with money enough to be able to pursue writing - never a big money spinner for most who pursue it - as a career. His first wife was a $cientologist he met at East Grinstead, the ones deep in and generational Scis only marry each other. He was never listed as an SP (Suppressive Person, a label given to anyone in who then renounces Scientology) and was listed as a member in good standing and with donations long after he wasn't really with Mary (his first wife) anymore, so I never believe he's really 'out' out. Anyone who leaves the cult isn't allowed to speak to family still in - they are supposed to shun the leaver and refer to them as an SP. Until I see Gaiman listed as an SP I will not believe he has left. Perhaps he keeps his distance, but I strongly doubt he has broken off contact and put himself in their (traditionally criminally unpleasant) firing line. His sister Claire is apparently Head of International Missions for the cult, so there you go.
Apparently Palmer has some familial connections to Scientology too, but has batted it away to the point of making fun of the 'rumour' in one of her videos (think it was Do It With a Rock Star). I think she's just his type (see Poundland Tori Amos, thirty years too late), but it wouldn't shock me if there was some weird Scieno bullshit behind their connection tbqh.
I recall some scuttlebutt from years and years ago that in his very early career, early-ish eighties, when he was still a journalist, and before he did Sandman and became A Great Big Thing, he was somewhat notorious for shilling $cientology at various writing conventions and annoying the livid blue
tit out of people. Seems to have dropped that sharpish after learning how it alienated the very people he wanted to get in with in the publishing industry. He always seems to have had a nose for who to collaborate with or pal up with to increase his options and his audience. The Tori Amos connection probably brought him a decent uptick in sales over time. Amanda Palmer, smaller, but again, it helped keep him connected to younger people through her fanbase.
I know someone who has worked on a couple of TV adaptations of his stuff - American Gods and Sandman, I will one day have to ask her for any scuttlebutt about him or Palmer she's been privy to.