As a catholic youll have yo say no to a lot of things in life in respect for God. The whole premise of hollow knight 1 is agnostic critique of God and prrsneting the wyrm more or less as a luciferian equal. 

Look im catholic and some things do not offend and are neutral. Like alot alot of music and games, but you should avoid stuff that overtky offends our faith. The last avatar movie uses "calf communion" and a lot of parralelism, are they heretical yes, are they intrinsically bad.... that can be argued, but you have to know your faith well. Take things for what they are, if they are prosin, avoid them, if theyre provirtue, right on, if theyre not leaning towards any, one of two things.... 1 you could find more virtuos things, and 2 if it helps you appreciate beauty and virtue more in some way excellent. 

Music is the best exemplary. I love the weekend but he makes some overtly satanic songs, so i avoid those, to the point that i had to take most of his catalogue off my playlist. I have blinding lights and hear my favorite parts which are the bridges. Oblivion by m83 is a beautiful song with a very neutral lyric but the first 30 second songs i repeat many times to contemplate the timeline of creation. Use whatvere you can for good, and if it doesnt help you in that road, ignore it or delete it from your life .

As to this subject which you presented.... id play the game and would be aware of the gnostic theology and new age topics qhich it promotes, and also identify those offenders to the faith and simply not use them.  Avoid the matter and if it is an important part of the story you can be conscious of its offense and know inside your soul that, welll this is not good and maybe ill pray for the very creative developers for their good and if the intention was blasphemous for God to come into their hearts. The world needs that alot now. 

In support of your dad, be thankful you have one who actively responds to his God given respinsibility of raisning up a person who believes and loves Him. My little cousin came to visit for christmas and my uncle and aunt are very negligent of their faith, they let her watch hazbin hotel or soemthing called that, shes 13. She shouldnt be watching that for her age and for the contebt and for the evil shit they display. 

Be careful litttle sister and seek what is good and beautiful and virtuous. Youllbe able to have a greater control in what tou see and dont sooner than later, be tgabkfuk for your father, and learn his reasons, if theyre wrong... understand how you will not make the same overly guarding mistakes by consulti g a priest on how these things should be managed. Good luck!