Uh...I did not expect your avatar to blink
The Christian cult idea is interesting and ballsy in its own right, but the execution was ham-handed (like the ending).
A lot of fans will agree that Silent Hill is at its best when it introduces moral complexity. One of the biggest problems with the cult arc (aside from its growing general ridiculousness) is that, barring one doing some mental gymnastics on the order of "Hitler may have been right," it's extremely difficult to justify anything they do. Same problem carries over to Christabella's little church: Anything that vaguely resembled moral ambiguity flew out the window when the witch hunting began.
As for Heather, I don't really see her as a religious person. Claudia would have to be pretty damn persuasive to get her to go along, even if there was no "evil dark world."