Yes, you should be concerned, because from what you say this group seems to have many of the characteristics of a cult. The Bible warns us against those who "lead my people astray with their reckless lies... I did not send them or appoint them" (Jeremiah 23:32).
Cults usually insist that they, and they alone, know the truth about God. They deny that God has already revealed everything we need to know about Him in His Word, the Bible. They also deny that Jesus is the Son of God, sent from heaven to pay the penalty for our sins. They deny, as well, that by putting our faith and trust in Him we can be forgiven of our sins and given the gift of eternal life.
Cults also often have a leader who demands full obedience, and threatens members with condemnation if they doubt his teachings. They also may try to cut them off from their families, or anyone else who might try to draw them away. But only Christ is worthy of our obedience and worship, for He alone is our Savior. Only Jesus could rightfully say, "I am the way and the truth and the life. No one comes to the Father except through me" (John 14:6).
Pray for your daughter-in-law, and do what you can to express your concerns to her (and your son). She may not be willing to listen right now, but someday she may realize she's on a dead-end road, and become open to Jesus.