Ultimately, the only option anyone has is to play or not play. No one can force anyone to do anything. Your DM can’t force you to play some not-Theon-inspired character, and you can’t force your DM to run a campaign for your Theon-inspired character. You either both agree to play the same game, or you don’t play at all.
Obviously, the DM has potentially-greater leverage here: DMing is a lot of work, so there may not be anyone else interested in picking up the workload, and in any event, the DM’s notes and plans and so on are theirs, so even if someone did decide to take over as DM, they can’t exactly promise the same game. That makes the DM deciding not to play more of a problem for everyone else than a player deciding not to play, so the DM has some more leverage.
You also have less leverage because you are relatively new to the group. You are lacking social ties to your fellow players, and your character is lacking narrative ties to the world and other characters. Your leaving may not affect anyone else too much.
But that doesn’t really change the situation that much—your choice is still, just as it always was and always will be, to play or to not play. The DM likewise is making the same decision. So you need to determine the conditions under which you are willing to play, and determine whether or not that overlaps with the conditions under which the DM is willing to play. This would require compromise from each of you.
The approach that the DM has taken here suggests that they aren’t terribly interested in compromise on any of the relevant points; that they were rude to you suggests, in fact, that they aren’t overly concerned about you possibly deciding to not play. That calculus might change a bit if other players were defending you, but only maybe.
On the other hand, you have to consider the possibility that the DM approached you after another player or players said something to them. After all, it is extremely common in many groups to avoid direct confrontation between players, and instead take disagreements to the DM and have them deal with it. If they’ve been getting complaints about your character, that might be where this is coming from. If it is, you probably have little hope of seeing much in the way of compromise; allowing you to play a new character might, itself, already be a compromise, in lieu of booting you from the game entirely.
So what you need is a frank discussion, ideally with the entire group, about what is, and is not, working vis à vis your character and the game as a whole. Find out what people do and don’t like, and lean into the things they like while dropping things they don’t like, to find that compromise. Getting that frank discussion is the hard part: most of the group may not want to sacrifice game time for it, and the DM may see it as an attempt to browbeat them into allowing the character they don’t want to allow.
The best approach, in my opinion, is to start with the DM: ask what specifically they want you to avoid. Ask what interactions in the past 5 sessions have been problematic, that led them to change their mind about the character. You might even ask if anyone else has said anything.
You could also try to talk to the other players outside the game. This is inefficient and more work for you, since you’d be having the conversations separately, but it might be important. You thoroughly enjoyed the religious debate: did your debate partner? Did the other people at the table (who may have been sidelined and forced to just watch)? And so on.
But it is entirely possible that the DM simply isn’t interested in discussing this anymore, that they have told you what they’ll accept and that’s all they’ll accept, and at that point, again, your only choice is to walk or to stay.