Perhaps you are
but if so then I don't understand all the clues.
I am not holy, but I am.
Not sure why exactly "not holy", but perhaps zero is holey because its numeral has a hole in and holy because its numeral looks like a halo. (One slightly tenuous explanation for "not holy": the word "naught", which of course means "nothing" or zero, used to mean something more like "wicked"; this is where the modern word "naughty" comes from but I think the meaning was a bit more serious than "naughty" is these days.)
Others are wrong to call me small, as I am everything combined.
Zero is certainly called small. I'm not sure in what sense zero is "everything combined", though. (Perhaps a reference to the fact that every integer is a factor of zero, but that doesn't seem like quite the same thing.)
When yelled, I become infinitely larger. Though my value only increases minimally.
0! = zero factorial = 1 which is "infinitely larger" than zero multiplicatively, but greater than 0 additively by 1, which is "minimal" given that factorials are integers (if we ignore the gamma function...).
I am the center, an origin even.
(0,0) on a graph, or 0 in the complex plane.
I am real and sometimes natural.
Zero is a real number. Some mathematicians define the "natural numbers" as 0,1,2,... and some as 1,2,3,... .