"Maybe you have some superior knowledge that us mere mortals are"
Not superior knowledge, just :
The LEA policy in the UK that the school cannot keep a child in a school if the parent wishes them to move.
That 10 year olds cannot have a FB account, for good reason.
Your other children are friends with some if these children (so you say), which shows that the children who follow this religion, mix with others that don't.
There may be complex reason why your son has low self esteem, it probably doesn't help that he goes to a different school than his siblings have and is exposed to abuse online (bullying involves abuse), at such a young age.
A 10 year old won't find anything online that will help to raise self esteem.
I think many posters just wondered when the Head tried to work through issues with you, you didn't want a full plan drawing up, for yourself, as well.
Whilst the Head can be involved with actual instances, it won't necessarily stop your DS from being isolated.
I do know full well that a child can become isolated in a school for a variety of instances and some groups can be very insular, however, as said, your other children have had friends from that group.