I'm going to disagree with a lot of people and discourage you from marrying without your father's approval.
I suggest a Bible study about what makes a marriage real or official.
In the Bible, we don't read about a pastor performing a marriage, no elders of the church performing wedding ceremonies. Most marriage passages are in the Old Testament. God gave Eve to Adam as his wife. After that, we read of fathers giving their daughters in marriage. We can see in Deuteronomy that it was the role of the father to give the daughter away in marriage. It was done as a covenant by means of a bride price. If a man fornicated with, or even raped, a young woman who was not betrothed to another man, he had to marry her. But the father of the girl had the right not to give her to him in marriage, and he still had to pay the bride price. It doesn't say if the girl is 22, she can just go off and get married. And girl's whose father's died, married of course, like Zelophehad's daughters.
Look in the New Testament, and there aren't a lot of details about how marriages are conducted. But Matthew 24 lets us know that there will be marrying and giving in marriage until the coming of the Son of Man. Men marry their wives and give their daughters in marriage. If you look at the footnotes at the old NIV, the translation actually interprets a passage at the end of I Corinthians 7 to be about a man marrying a woman. But the other interpretation about a man 'giving his virgin' is about a father giving his daughter in marriage. It may be a reference to fathers giving their daughters in marriage.
Our modern Christian wedding ceremony is apparently a Christianized practice from Roman culture. Pagan Romans would marry by going before a priest and saying certain words. The bride would give her consent by saying, "Where you are Gaius, I am Gaia." Wearing a ring on the ring finger is a Roman custom. The groom doesn't run away with the bride while others pursue, but it looks like much of the ceremony was Christianized. The church elder replaces the pagan priest. instead of some pagan words, there is a little sermon and exchanging of wedding vows.
So Isaac got married when Abraham sent and had a bride price given for Rebecca. She consented to marry and went with the servant. They had a big party. Isaac took her into the tent. They were married. Her father had given her in marriage.
Nowadays, Jews have a kind of wedding ceremony. But we don't see this ceremony in the Bible. There culture evolves as well. When Boaz took Ruth to wife, he was allowed to if the next of kin passed up on her. And he just redeemed the property and announced to his relative and the elders that he was taking Ruth to wife. Then she was his wife. No wedding ceremony.
What I am saying is that the Bible doesn't say anything about a preacher saying words or you two saying vows that makes a marriage a marriage or makes marriage 'official.' What the Bible does say about it has to do with the father giving his daughter away in marriage.
Now I met a maid in Indonesia who'd converted to Christianity, and her dad wanted her to marry a Muslim. She had a moral and ethical dilemma. Fortunately, most fathers there aren't too demanding. The idea that you can just choose your spouse on your own is something from our culture, something spreading into other cultures, something Jane Austen promoted in English society a couple of hundred years ago that really grew into what we see in our culture today. But the Bible talks about fathers giving their daughters in marriage.
Besides that, the Bible says to honor your father and your mother. Getting married is one of the biggest things in your life. It's when you leave your father's house to join your husband's house. Your name changes from your father's name to your husband's name. When you grow up, unless you have a lot of money or live close to your parents, you may be struggling to find ways to honor them. This is a situation where you can either honor your parents or not.
As far as the religion thing goes, are you Oneness Pentecostal? I can see some regular Trinitarian Pentecostals maybe having a preference for in-laws who go to the same kind of church, but I think you'll find that among people of all kinds of denominations. Is your boyfriend a Christian? Is he serious about his faith?
I heard a testimony from a Baptist preacher named Paul Washer. He wanted to date this woman down in South America. He was a missionary and she loved Jesus. But the dad said he couldn't date her. So he didn't. He respected his role as father. Later, though, the father thought about it and saw how the young man wanted to date his daughter, asked for permission, and actually didn't when he said no, and then changed his mind. They ended up getting married.
I lived in Indonesia for many years, and it is culturally very important for parents to approve of and be involved in weddings. It's not common for young folks to run off and elope. It's considered disrespectful to parents. So some folks will wait for years. I knew a Chinese man whose parents wanted him to marry Chinese. Once you mix, the kids aren't considered Chinese anymore, so it is associated with their ethnic identity. His dad was a pastor, and he was pastoring small house churches, and his girlfriend was a pretty Batak girl who seemed really sweet and very helpful and supportive of his ministry. So he just held out for years and eventually the dad agreed. I think he was saving money during that time anyway.
I'd encourage you to be patient about this. Think about Daniel. Daniel didn't want to eat defiled meat--even that, something he considered outright sin. But he didn't knock the plate off the table and scream in the face of the steward responsible for him. He humbly negotiated in a submissive manner, asking to be tested eating vegetables, he and his companions. And they passed the test. With a humble and submissive attitude, he still got what he wanted. God gave him favor. I'd encourage you to do the same with your parents.