How can one change the prevalent evils such as shaving the beard, listening to music, and displaying oneself (tabarruj), especially with those who are older, and in light of the parents' rejection and their unwillingness to accept advice, and the existence of dangers such as beating, imprisonment, and killing?

You are not obliged to ensure people respond to what you call them to; rather, your duty is to enjoin good and forbid evil. By doing so, you have fulfilled your obligation, as Allah Almighty said: "Not upon you is their guidance" and "So remind, for you are only a reminder. You are not over them a controller."

Enjoining good and forbidding evil is waived if there is fear of harm or damage to oneself or one's property.

Make sure that what you are forbidding is indeed an evil that warrants forbidding. There is no denouncement in matters of differing opinions. You can learn this by seeking knowledge and asking scholars.

Strive to seek religious knowledge, attend study circles, and sit with scholars to understand what is good and what is evil, and to learn the rules of enjoining and forbidding, so that you may be a caller to Allah with clear insight.