Is it obligatory to refuse requests for making sweets submitted by non-Muslims, when the Muslim woman knows that they will use them to celebrate their religious holidays?

The safest and most cautious approach is to refrain from selling food to disbelievers during their holidays, due to the scholarly difference of opinion between prohibition and disliking (karahah). The questioner is permitted to adopt the opinion of disliking (karahah) as long as it does not reach the extent of selectively seeking out concessions. They are also allowed to choose among the opinions of scholars in matters of permissible disagreement.