Do you have access to Fox's book of Martyrs?
If so, this should be sufficient to dispel any doubts you may have about Christians serving in the military. If you share this with the JW who is studying a book with you she will probably discount it as lies from Satan, however, it is very well documented and supported as fact.
The Fourth Persecution, Under Marcus Aurelius Antoninus, AD 162 —Fox's Book of Martyrs
Some of the restless northern nations having risen in arms against Rome, the emperor marched to encounter them. He was, however, drawn into an ambuscade, and dreaded the loss of his whole army.
Enveloped with mountains, surrounded by enemies, and perishing with thirst, the pagan deities were invoked in vain; when the men belonging to the militine, or thundering legion, who 'were all Christians, were commanded to call upon their God for succor. A miraculous deliverance immediately ensued: a prodigious quantity of rain fell, which, being caught by the men, and filling their dykes, afforded a sudden and astonishing relief. It appears that the storm which miraculously flashed in the face of the enemy so intimidated them, that part deserted to the Roman army; the rest were defeated, and the revolted provinces entirely recovered.
This affair occasioned the persecution to subside for some time, at least in those parts immediately under the inspection of the emperor; but we find that it soon after raged in France, particularly at Lyons, where the tortures to which many of the Christians were put, almost exceed the powers of description.
The Ninth Persecution Under Aurelian, AD 274—Fox's Book of Martyrs
In the year of Christ 286, a most remarkable affair occurred; legion of soldiers, consisting of six thousand six hundred and sixty-six men, contained none but Christians. This legion was called the Theban Legion, because the men had been raised in Thebias: they were quartered in the east until the emperor Maximian ordered them to march to Gaul, to assist him against the rebels of Burgundy. They passed the Alps into Gaul, under the command of Mauritius, Candidus, and Exupernis, their worthy commanders, and at length joined the emperor. Maximian, about this time, ordered a general sacrifice, at which the whole army was to assist; and like-wise he commanded that they should take the oath of allegiance and swear, at the same time, to assist in the extirpation of Christianity in Gaul. Alarmed at these orders, each individual of the Theban Legion absolutely refused either to sacrifice or take the oaths precribed. This so greatly enraged Maximian, that he ordered the legion to be decimated, that is, every tenth man to be selected from the rest, and put to the sword. This bloody order having been put in execution, those who remained alive were still inflexible, when a second decimation took place, and every tenth man of those living was put to death. This second severity made no more impression than the first had done; the soldiers preserved their fortitude and their principles, but by the advice of their officers they drew up a loyal remonstrance to the emperor. This, it might have been presumed, would have softened the emperor, but it had a contrary effect: for, enraged at their perseverance and unanimity, he commanded that the whole legion should he put to death, which was accordingly executed by the other troops, who cut them to pieces with their swords, September 22, 286.
