I am not really religious so personally I’m not offended by this. However, I would advise against you putting this in your portfolio or demo reel when you are finished, because I could see how people would be offended.
I think that you could do a little more to show off the anatomy of how the girls legs are so twisted and hyper extended. Right now they just look like they were bent and have nothing supporting the weight of the rest of their body. I think you could work at it more to show the weight being put on the knees and how they are holding themselves up. The hands also don’t make total sense yet. Are they upside down praying? if they are you need to press the palms and fingers together and it would read a lot better.
You should add nails! nails are a great way to show torture and pain. You could nail the girls hands together or nail their legs to the ground. I would like to see more pain and more grotesqueness to really pull this piece into the realm its going.