I have been giving it some thought, and think that people have been picking the wrong reasons for Kyoko's father's murder-suicide. It was not faith, but doubt and fear.
Remember, his daughter's actions had provided undeniable confirmation of the supernatural, and the existence of what could only be described as a demon. The faith that he was doing the right thing, the moral thing, must of been shattered. It was not his works or his faith that had brought people in, but a demon's silver tongue, powered by his daughter's soul.
First and foremost, he must have believed that he utterly failed as her father. His daughter, one who he had fully taught and raised in his beliefs, had sold her soul to a demon. If he could have failed her so utterly and completely, then what of his parish. They had not heard the voice of truth, but the lies of a demon. How many others had he lead down a dark path to damnation.
For his works, he was condemned and tainted. The rest of his life he was cursed to be Satan's voice. Even if he fell silent his lies, might grow and spread. How could he discredit his teachings? A public and humiliating death might serve to discredit his doctrine. Hence the suicide.
As for the murder, I think it was a perverse way of trying to save them. Kyoko was damned and beyond his reach. But to his knowledge his wife and younger daughter were still unblemished. He had to die, in so doing he would be condemning himself to hell fire. But after he left they might try and continue his heresy, or even sell there souls to the demon. Only death would guarantee the safety of their souls.
For a damned man what's one more sin?