'm not sure what the juxtaposition of "we're a religious family" with "those boys who aren't from our family are bullying her" is supposed to indicate other than that the daughter attends a religious school associated with an anti-gay church.

Oh, huh, that's not how I read it at all! I read it as "our daughter is religious [and Christian, probably, given the way LW talks about heaven], and she's proud to be bisexual but it's scary to her when she's told bisexuality will send her to hell."

Even though the answers were, I thought, good, I would have specified that the parents could find a queer or allied religious leader from an open and affirming congregation of their denomination, if one exists, and have that person offer to start a conversation with daughter -- or with LW!