Individuals who profess a certain religious belief always put religion ahead of everything as voiced in the holy books. Thus, it is difficult for a relationship to continue existing when both partners hold different beliefs. The relationship or marriage will be faced with religious issues to the extent of affecting the children. Thus, it is proper for one partner to convert his/her religious beliefs to the beliefs of his/her significant other.
In your case, it is difficult for your relationship to survive as he has made it clear he doesn't like the religion you profess. The step you can undertake now is to exercise No Contact Rule. I have written an article on that topic. This is where you cease any contact with your boyfriend unless you cannot avoid it. This is to aid you in lessening the pain you feel in your heart, to enable you to reflect in your already failed relationship and to get hold of yourself. You decide how long you should not contact him but a month is good. At the end of the no-contact period, you have to let him know, as he has already told you, that the relationship between the two of you can't continue because he does not want to convert to yours and you don't want to convert to his. It's hard a decision or step to undertake but it's the only plausible one.