I think both have the same meaning because they're implying for a day dedicated or specialized for praying or to appreciate apostles

In many circumstances, you can use them interchangeably. I think “religious holiday” is probably more common in the US than “holy day” when talking about important dates like in Christianity, like Christmas and Easter. However, certain days in Judaism are typically called “holy days,” especially the time from Rosh Hashanah to Yom Kippur which are called the “High Holy Days.” One possible difference: “Religious holiday” implies that a religiously observant person will not work on that day, while “holy day” does not necessarily imply that the person will take the day off of work. Another possible difference: “holiday” sometimes implies festivity, so you might not want to use it for solemn holy days, like Yom Kippur.

Thank you David, that is clear

“Holy days” are days that religions designate as important. “Holidays” are days that the government designates as important (which often but necessarily means businesses or government offices are closed). “Religious holidays” are days that are both.