This is really quite a mystery.
The names of Elizabeth's siblings, who were also baptised in St. Peter's, would all have been common enough in a Jewish community of the period. However, the very fact that they were baptised at all would indicate to me that they were no longer practising Jews. If the 1833 burial was indeed Elizabeth's father, then he himself must have converted.
I cannot think of a valid reason for an observant Jewish family to have anything to do with a Protestant church.
Are you able to open this page
http://www.jewishgen.org/jcr-uk/Leeds.htm? Scroll down to the section 'On-line Articles and Other Material relating to the Leeds Jewish Community' and read the articles by Cecil Roth and A.S. Diamond. Both articles were, of course, written long before easy online access to records. Lazarus Levi was in fact buried in St. Peter's cemetery. Israel Benjamin apparently 'became a Christian and was baptized at Dublin'.
What do you know of Joseph, who was sentenced to 14 years in 1830? What makes you say he was 'known as a Jew'?
Justin
(Incidentally, my surname is Levy! My German-Jewish great-gf 'married out', and my grandfather and his siblings were all baptised.)