Growing up I would always bring a sketch or colouring to book to church with me. There were periods that I would get self concious about that because my siblings all kinda "grew out of it". But I eventually just accepted that that's what I needed. I take smaller less distracting "sketchbooks" or just a notebook and my parents got me a "My Creative Bible" which is a bible that has space along the edge of each page for notes and also colourings of verses or other things scatter throughout it.
I have raging ADHD and used to struggle with daydreaming so now I know
why I'm like that