Depends on the scholarship. Some of these I've found are explicitly looking for students who have active engagement with
LGBT communities and issues, so that would be a bit of a problem. But if it doesn't specify anything like that, I would think that explaining your situation would be acceptable to the people making the decision. They should understand that coming out can be a very dangerous move for some people, especially if your parents are in control of your finances. That said, how will you explain this random influx of money to your dad, if you got such a scholarship? I don't know about where you live but scholarships may also be considered taxable income, meaning you could receive a tax slip for it next year, with a description of what the scholarship is and everything.