Even if Ford is a blatant liar, it is an entirely plausible story. Jews were not welcome in WASPy Toronto social circles for much of the 20th century.
Also not accepted in WASPy social circles for much of the 20th century: Poles, Ukrainians, Russians, Greeks, Italians, Chinese, Portuguese, Brazilians, the Irish, Roman Catholics, Russian Orthodox, Greek Orthodox, Hindus, Muslims, black people of any origin, and poor people.
I can see why someone would seek to change their identity in the search for a new life, but going from Judaism to Russian Orthodox makes zero sense for all the "acceptance" it would buy you in the new world. Besides, someone already posted that Karla's family all sported Christian names, long before coming to Canada. Sorry, I'm just not buying it.
Far more likely that the word "Orthodox" was completely misunderstood - either by Doug when he dropped the J-bomb, or by his wife, who doesn't strike me as particularly bright.