What religion is this???

Hi all

Just wondering the religion where women wear headbands. There is a little (white) girl at my daughters CofE school and she always wears a fabric headband. Every time they do prayers she has to go out of the class and she never goes to any of the children's birthday parties. She also is not allowed to sit with other people whilst she is eating.

I can't figure out the religion and don't want to ask in case I seem rude lol.