Look for the "Impious Franks" - Thread in the Colosseum. As player1 points out there, the religion of new family members is a matter of chances. As long as your leader is pagan, each new family members has to pass two tests, each with a chance of 30 %. This adds up to an overall chance of roughly 10 % for christianity. Not too much, hmm? So it seems you have only had bad luck during your game.

To your second question: A christian heir/leader necesserarily has to be a full member of your royal family. The recruited generals do not fulfill this requirement. However even these generals may get the chance to join your family if you succeed to trigger a Man-of-the-Hour-Event with them after an extraordinary great victory. So it would make sense in your situation to build those generals, hoping that there may a christian among them and throw him into glorious battles until he´s finally made it into the family.