In those days religious differences were not tolerated because the governments regarded difference in religion as likely to cause rebellion.
There is a wide range of views within Protestantism, and the Pilgrims, while Protestant like the ruling party in England, the Pilgrims were very different in their views and practice. They were, for that reason, as much subject to intolerance as the Roman Catholics were.
The Pilgrims sailed from England.
England
the mayflower
The Mayflower
Southwest
1620
The answer is South. The pilgrims traveld south
1620
The mayflower
1620
They sailed to Plymouth.
the famous mayflower