Just thinking, the fact that you have full custody gives you an advantage here. Unless there's some type of parenting agreement with regard to school activities, your ex is going to need to be more respectful of activities your son is involved in while under your care. This includes guilting him or transferring his personal opinions onto your son. Things are different now than when you all were married. It's in his best interest to be reasonable if he doesn't want it to affect his relationship with his son.
How many JWs have unbelieving mates, and their children are involved in school activities or sports? There's an elder who's son is a professional athlete, his wife is an unbeliever, so the door was open to allow sports. He supports his child to this day attending events as his schedule allows. Dad is a very humble man and you wouldn't know it if you didn't know him personally but those that know him know how proud he is of his child. But at the same time if it were up to his religious believes it may not have happen. Its the same concept now that you are divorced, there must be a compromise, in the best interest of the child. I know it sounds easier than it is but sometimes JWs need an out to allow themselves (their conscience) to be okay with the situation. I'm not implying your an unbeliever, but it's the same in the sense that you may have to take a stand (without jeopardizing your son's trust) like some unbelievers have in this situation.
Can you have a conversation with dad realigning boundaries? Is he reasonable? If so, you could say something like, "you know how much "child name" likes "whatever activities" I sense that he is hesitant in exploring this because he may worry about how you will feel about it. I know you don't agree with it personally and you should know that if he does this, it's not a reflection on you since I have full custody. My concern is that you both have the best relationship and that "child name" understands from you that whether or not he does this he has your unconditional love. "
if you could work on something like this, in addition to addressing your son's fear, maybe it will help ease things up. If you do, it's very important to be careful how you address the situation to dad so as to not put your son in the middle. Wishing you all the best.