The Christian Bible is two separate capitalization issues. The adjective Christian and the name of the holy document, the Bible. By convention, this text is not put in italics, nor are any of its books. The Book of Job, for instance.
The Hebrew Bible would be up for interpretation because Jews do not refer to their document as such. The Torah is clearly capitalized, as is The Five Books of Moses. I wrote a religious drama a while back and was not corrected for using lower case b in this particular example.
The Vatican Press does not capitalize he or him when referring to God, Jesus, or the Holy Spirit. Writers at this point should be cognizant of convention in their audience. Holy Communion, stations of the cross, Mass, Confession, the Sh'ma, and the Last Supper are some more examples.
Best Answer
You should always capitalize names for groups of religious people since they are proper nouns.