You do not win that kind of war by matching the enemy resource for resource. Look at the example of early Christianity. Rome had the money, the armies, the law, the prisons, and the power to kill. The Christians had truth, discipline, community, sacrifice, and refusal to become what they opposed.
So the answer is: endure, tell the truth, do not return evil for evil, build something stronger underneath the empire, and make the enemy defeat itself morally.
You win by being harder to corrupt than you are to crush.
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You rely on the inate moral perception of humans.
It takes resources to sustain a moral attitude in a population that is contrary to natural law.
Eventually you will win over people who will expose the truth. Similar to the abolition of slavery in the UK.
More importantly, they were living righteously and had God on their side.
The Romans adopted Christianity and used it as a weapon against their own citizens