(((((((lonelymom))))))) Big hugs and welcome to you.
I am sorry about your situation. I am in the reverse one: I'm the only person in my family who celebrates Christmas. My child gets presents from my husband's family but not from mine for the holidays. Usually it's just the three of us celebrating because his family lives far away. It can be lonely.
I think that the best advice I can give is just continue to love and support your daughter and show all the love you can to your grandchild. I don't think that her parents would object to you giving her gifts at any other time of the year. I would try to start a new family tradition, perhaps giving them each a gift on a different day instead. Likely your daughter is also missing the holidays but doesn't feel she can tell you because it is now against her faith.
Just hang on, read as much as you can to learn about her beliefs and keep loving her. Hopefully, love will win out in the end even if you don't get to celebrate holidays with her anymore, you will still be in a loving relationship.
hugs,
essie