Being once a bully victim as well, I can empathize with you. Personally, I don't see a reason why you need to conform just to make friends. I don't really know how missionary school where you live at work but here where I live, not 100% of them are devout ones (most are but there still are the minorities).
Having contradicting beliefs does not mean that you can't be friends. Even me, being an atheist, have a couple of Christian friends. We might not have the same beliefs but as long as we respect each another's beliefs, there really is no reason why we can't be friends. Friends should be people who you can behave like yourself around without feeling the pressure to act. You should only consider transferring if you really feel that studying in a school that preaches to the point that you're uncomfortable is too much to handle. You seem to be too caught on the idea that you'll be a victim of bully wherever you go.
I know its hard to get over the fear of being bullied since you were once a victim but these predators exists in any types of social environment. Just because you go to a public school does not automatically mean you're labelled as a target for bullies. The possibility is there of course but unless you plan to become a hermit or a recluse, this possibility will always exist even into your workplace. Just think of it in a more positive light, a change of environment or an increase pool of people to find friends in for example.
I hope that this comment has somewhat helped you with your dilemma. Feel free to drop me a message if you need a listening ear.
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