SDA
I know exactly how you feel. Feel your pain. Same boat, etc. One half of my family, including my parents, are SDA. (shocked to meet another one of us, especialyl here. I'm sort of non-practicing)
I'm assuming you know the ins and outs of this crazy religion, and for conservative parents have you considered one of the SDA schools? If they don't agree with public school, that is the only way I can think of.
You said that your parent's wouldn't let you go on a date to the movies. If i may ask, how do you know? My parents, and I as well, are religious but they would probably understand (that's for back in my middle school days, i have my own car now so it isn't really an issue). Is this something you know from experience, because if not, it doesn't hurt to try
They might not agree with movie theaters because one of the founders of the religion, EG White, said that theaters were evil. This was in the early 1900s. They didn't even have modern theaters. I don't know, though.
The problem with Seventh Day Adventism is that everyone misinterperets everything that Ellen White lady said. If you have those kind of parents, my kind of parents, then your youth is going to be kind of screwed no matter how hard you try.
Best I can think of is boarding academy. (we have tons, you know.)