Speaking honestly, those people calling you a satanist aren't worth anything, let alone your energy or emotions. Especially the ones in the religious club. I don't begrudge people their right to believe in whatever they want to, but the minute they start using their beliefs as justification to harass others, that's when I draw the line. I actually enjoy provoking people like that simply because it's so easy.
My two cents? Embrace it. You know you're not a Satanist, and at the end of the day, that's all that really matters. I say this as someone who was bullied every day for over seven years for loving anime and being very non-athletic.