So, your daughter gets discriminated by your family and you ‘can’t just cut them off’?! You know that her anxiety and depression are worsen by your family attitude and still ‘you can’t cut them off’?!
The right answer is: Yes, yes you can. Yes, yes you can stop speaking with the people who are intentionally hurting your child, yes, yes you can not marry someone who is ‘struggling to accept’ your daughter. You say she is ‘trying’ and that you atr ‘educating her’ but that clearly isn’t working. Will you spend years and years trying to educate her and putting your child on hold because ‘one day she will be accepting’?! Will your daughter have to wait until your parents die to get a good Christmas with you?! You could be a good father that prioritises his child, but you are a selfish asshole that puts everyone first.