Shaolin,
I don't think training in the USA is going to be a problem .
Getting a job is.
Due to their "political correctness"
they discriminate against ANY foreign national. You need special permission from the Department of Homeland Security to do a type rating which you'll need to fly anything over 12500lbs.
No airline or regional carrier will hire without a greencard and most of the time they want a US passport.
All you can do is hope to work as a flightinstructor at the school where you did your training for the remainder of your J1 visa.
As far as your religion goes... no worries..as long as you do not pray on the ramp 6 times a day before every flight you'll be allright
That's not meant to be funny just realistic.
