I guess I should mention that there's a few things to be said here, based on past experience as an Officer of The Forgiven:
1. It's possible to be a Christian guild and not get yourself into any sort of trouble. The Forgiven actually once did a "FAQ" thread on the Terenas forums. We stated that we were a Christian guild and that we wanted to collect questions from the general community about Christians and gaming. We also decided to be careful not to so much as flinch at some of the comments that people made. We just thanked them for their time. At the end of the two-week period, we put the FAQ on our website and posted the link. No problem whatsoever. Thread wasn't even closed (since there was no flame wars.)
2. According to Blizzard's own forums two years ago (I have not checked since, sorry) there's nothing against having a religious guild. That GM was, as far as I'm concerned, fairly seriously out of line. Unless that's changed.
3. This is the really difficult one to take. I don't agree with Durruck that this is a form of persecution. Not really, anyway.
Let me begin with a story, about the one time that The Forgiven "got in trouble" with names and Blizzard. We had a character in the guild whose name was "Yahweh." He intended it as a tribute to the greatness of God. He was told his name was inconsiderate and offensive and that he had to change it. So he changed it to "Zebidiah," which means "dedicated to Yahweh." When he told me about it later, he basically said "jokes on them, the super-tolerance anti-Christian name police."
That's when I told him he was wrong. You see, "Yahweh" is highly offensive. Not to Christians, of course, who believe that they have the right to call Yahweh by his name -- but to Jews. Jews, if you recall, depending on which Jewish tradition of faith, are not permitted to call YHWH by his name. So they abbreviate, call him YHWH, or they call him Adonai, or a number of other dodges. Seeing the full name of YHWH in text is offensive to Jewish sensibilities. So it was only proper that "Yahweh" had his character's name changed.
"Zebidiah," meaning, again, "Dedicated to YHWH," is not offensive to Jews. In fact, the Jewish community on WoW would probably appreciate the nuances of "Zebidiah" and approve.
4. That brings us to the present siguation. "Forgiveness through Him." Is it really offensive?
It actually doesn't really hinge on who "Him" is. It's actually the word "through." If it was "Forgiveness From Him," than all the religious groups (Muslims, Jews, Christians) could all just shrug and say, "yeah, but it might as well be (pick one: Allah, YHWH, Jesus) and then it wouldn't be offensive. But if it's "Forgiveness though Him," that's a purely Christian concept. And so it is offensive to Jews, if not Muslims.
(Blizzard usually tells Atheists who claim to be offended by "Forgiveness" to take a long walk off of a short plank.)
5. So what to do? I'm not sure, but I'd strongly suggest that this is not "persecution" as much as a simple desire to run a tight business. I realize that it's not fun being told that your name is a problem, but I'd also like to point out that you're not totally in the clear, either. Blizzard is dealing with a global community here, and that often means dealing with conflicting sensabilities.
