Danai Gurira's Eclipsed, seen at the Gate two years ago, turned focus on Liberia's civil war, a fight for independence. Her latest considers the corresponding struggle, resistance against colonisation, in the nation that would become Rhodesia under British rule.

Set in 1895, shortly after the first white missionaries have moved on from its capital Salisbury, The Convert tethers Christianity to European colonialism. Having taken up in one of the missionary's houses, keeping the furniture as it is, Clifford Ndlovu (Stefan Adegbola) continues their work. In his starched collar and tailcoat, he brings a young native girl Jekesai (Mimi Ndiweni) into the church, rechristening her Ester and saving her from a forced marriage. Under his tutelage, she picks up basic catechisms and, through them, English language, dress and civilities.

It's a suppression of her true self, and it's telling that, on later receiving news of a friend's death, Clifford's grief bursts out of him expansively, in defiance of his adopted Victorian manners. While her family cling to their own culture and customs, they are dismissed as "savages" as resistance to colonial rule and the black men and women that have signed up to it (so-called BAFUs) increases. Her own cousin Tamra (Michael Ajao) brings this fight for the land into Clifford's own home.

Viewing colonialism through the prism of Christianity is instructive. Not only does it allow Gurira to restore a degree of good faith to colonialism, it enables her to distinguish between belief and church – that is, faith itself and the creeds and practices that accompany it. The latter, she insists, are artificially imposed and, though they may bring benefits – freeing women from unhappy marital subjugation, for instance – it's clear that patriarchal values are just as present and problematic in imported values. With them come materialism, racism, whisky and tobacco.

It adds up to a keen consideration of cultural change. Conversion is a single act and, once complete, it supposedly leaves a person transformed. Confession is the same. Having confessed, an individual is cleansed of sin; absolved to start afresh. This, Gurira suggests, is not how faith, ethics or, indeed, identity work. Each is an ongoing process. One has to keep believing, keep behaving and keep on being – arguably a more feminine approach. What is true for individuals is true of nations, too: Rhodesia is not a new, civilised nation simply because it has been renamed.

The Convert makes the point rather artfully – through language. Speaking rudimentary English, the natives talk in present participles. Asked whether he has children, Tamba replies, "I am having them." Ester asks her sponsor to "be absolving" her. They talk, in other words, of ongoing acts. Once converted, they pick up the past tense and, with it, the sense that something can be done and dusted. Instead, however, the struggle is ongoing, resistance continues, but nor is incivility banished.

Rosie Elnile's design ties the two things together: a concrete floor that, once in place, changes the landscape for good and, behind it, a mound of displaced earth. Despite some drawn-out expositional writing, Christopher Haydon's production, his last as the Gate's artistic director, exerts a quiet power as it starts to grip; a fact that's largely down to fine, focused performances. Ndiweni brings a luminosity to Jekesai/Ester as she attempts to entwine her twin identities, while Adegbola corsets himself with courtly manners and Christian ways. Ajao conveys the anguish of a rebel as jealous as he is righteous, and there's strong support from Joan Iyiola, Richard Pepple and Clare Perkins in a play that shows the past to be an ongoing problem.

The Convert runs at the Gate Theatre until 11 February.

Click here for our interview with Christopher Haydon on The Convert and the Gate