My parents aren't quite so restrictive about religion, but they do require me to do some things that seem outrageous to me, such as the part about not wearing shirts without sleeves.
I think you should try to talk to them maturely and calmly, carefully detailing all of the reasons that you have for disagreeing with the religion/restrictions. Tell them how being forced to follow a religion you don't believe in makes you feel, and see if you can negotiate with them about their restrictions. If this is turns out to be a tried-and-unreachable method, see if you can get help elsewhere. Talk to a counselor, neighbor, or other adult (maybe even an adult in a position of power at their church, someone who may have dealt with cases similar to yours before). Getting adults on your side helps. It shows you are responsible and more mature, that you aren't just gossiping to your friends about their mistreatment, but are trying to communicate rationally. Tell them you don't want to experiment with makeup as an act of rebellion, but as an act of genuine interest. Explain why other holidays are a blessing and give reasons for it. Christmas brings joy to many every year, why shouldn't you celebrate that? Likewise for Halloween, Easter, and Thanksgiving. Holidays bring a smile to the faces of many, surrounding them with family, friends, and food.
If they truly love you, they will not reject you for what you believe in, just as you do not reject them for believing what they believe in. You just don't believe it yourself.
I hope this helps.
PM me if you'd like to chat; I'm always up for it. : )