How to help a person who is gay & self-loathing due to the intense religiosity & phobia of their family?

I suggest you tell him to move away when he is ready, very far away. There are places and communities where Gay is accepted and celibrated. He should go there. Tell him this, have him check it out on-line, it will give him hope for a better life ahead. He obviously doesn't live in a healthy environment now.