You learn that an athlete is being harassed by her teammate based on her religion. how do you approach the situation?

I think it is best that you talk to them separately. It is important that you address the problem in this manner to avoid an outburst between the two. It is important that the person who was harassing the other athlete to understand that he should be open-minded about religion. That person must understand that he is not just ruining the mental state of the other athlete which is not good especially before a game. This can resolve to violence and discord between the team members