All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
There is nothing wrong if a woman takes off her Hijab in the presence of her stepfather because he is a Mahram to her, even if he is a non-Muslim. That is because there is no difference regarding the rulings of a Mahram between Muslims and non-Muslims such as the permissibility of shaking hands, being in seclusion with him and travelling with him, unless he is one of those who believe that incest is allowed or a dayyooth (cuckold, weak man who feels no jealousy over his womenfolk). In that case, the woman should beware of him and regard him as a non-Mahram. The proof that a stepfather is a Mahram to the step-daughter is that Allaah Almighty says (what means), stating non-marriageable men by ties of blood and marriage: {…and your step-daughters under your guardianship [born] of your wives unto whom you have gone in…} [Quran 4: 23]
Allaah Knows best.