Hi, I'm a bit late to this but maybe I can help?
I am marring a JW, however I am catholic. I have been where your friend was. Parents didn't want it, guy felt he wasn't following Gods word and was worried about being shunned. I cannot speak on behave of all those in this faith, however, I have met others who were like my SO and I and did not convert. I am not sure if you mean your friend is not religious or just not a witness but the best thing I can say is be honest. Don't try to argue over what is right, simply respect each other. It was very hard to do at first, but over time he and I have been able to not only keep our faith but support the other's faith as well. When certain "Would you be willing to...." questions came up we would always counter with asking if they would consider it if it was the other way around. It sounds a bit messed up but it honestly worked.
Yes, sex before marriage is a big deal and is a big deal for many religions. For me, I need love and have the possibility of marriage to consider sex. I was okay with waiting for him to be ready and made sure it was his choice and he was absolutely sure this was what he wanted. He loves me, and didn't regret anything, but he did (and still does as we are not married yet) feel guilty about it. He confessed to an elder and they told him he is still welcomed but can't do certain things in the congregation. My SO not baptized as a witness, so he was not shunned per say, but he was not associated with unless by family and myself. In the hall everyone would still be friendly to him, but he wasn't allowed to speak in service. He slowly stopped going as he felt ashamed and embarrassed because it was easy to tell why he was not able to do certain things.
After we marry he does plan to get baptized and return to the Truth. I go once a year mostly for the Memorial, but I have no problem going with him to show my support for him. Many people at the hall didn't seem to mind I wasn't a witness, as may there were similar to me. So long as I wasn't trying to change him or change them, and had faith then they were fine with me. I even took a bible study to learn more about them and the elder who taught me was very impressed about how similar our faiths were. It came to long talks about it too. I do still feel odd being there as they do things in the hall that are different than the church.
His sister also was similar when it came to her and her husband, but she was baptized. He never understood how she just ignored things or walked away from stuff... until he met me and understood that it wasn't that she wasn't faithful. She was in love, much like he is. Recently, now that she is married she is trying to go back and be practicing. I don't know much of the details but she is still welcomed in the family as far as I know.
I honestly could say so much more about this, but I can't speak for every person. My situation worked out and we both are happy. Though in the beginning I told him if it came down to his faith or me that I wanted him to keep his faith. I am a firm believer in soul mates and I'm a firm believer he is mine. So if he left me, I knew God would find a way to bring him right back to me. If your friend is willing to support and fight for her guy then it's possible, but he also has to want it and fight for it too. It's not gonna be easy at first, but it can happen. Hopefully, something I said will help. But it's gonna have to come down to them and what they really want to fight for.