Does the UK visa system discriminate against Muslims?

Update 3 August 2017

Extracted from comments to this answer and moved into the answer body itself to assure their visibility and preservation...

Thank u so much everyone. This has been a wonderful experience to consult my issues with u. I got my Short term student visa for 6 months. I officially withdraw my allegation of judging the application over religion issues .. I was probably too frustrated to be judgemental like this. Take care guys. Thanks for ur help :(

Original Answer

You might be referring to a Ministerial Authorisation issued on 10 February 2011, part of which says...

The Minister for Immigration (Damian Green): I have made an authorisation under paragraph 17(4)(a) of schedule 3 to the Equality Act 2010, to enable the UK Border Agency to give greater scrutiny or priority to particular nationalities in carrying out entry clearance, border control and removals functions.

This authorisation came into force on 10 February 2011. It replaces the Race Relations (Immigration and Asylum) Authorisation 2004, which came into force on 12 February 2004 and has been revoked.

The authorisation allows the UK Border Agency to target its resources effectively in managing UK immigration controls. In particular, it lets entry clearance and border control staff give greater scrutiny, and staff removing immigration offenders greater priority, to particular nationalities on the basis of statistical and intelligence-based evidence of the risk they pose to those controls.

Source: Written Ministerial Statements (Hansard)

The Immigration Law Practitioners' Association issued a briefing, part of which says...

The “certain nationals”, who may be discriminated against in these ways are not identified. The UK Border Agency has said it will not make public which are the relevant nationalities. The only information about these nationalities, which is publicly available, is stated in the authorisation itself. It says that, for the Minister to specify a nationality (which may be discriminated against), he must be satisfied that there is statistical or other information available which either:

• · “suggests that a significant number of persons of that nationality have breached or will attempt to breach the immigration laws and/or Immigration Rules” or

• · shows a particular proportion of “UK visa refusals, adverse decisions or breaches of immigration laws and/or the Immigration
  Rules by persons of that nationality” during one of the previous
  three months

Source: Race Discrimination Authorisation Info Sheet

It's ironic that the four refusals you wrote about will feed back in to the statistics mentioned in the second dot point above. This will help keep the proportion of refusals over the threshold and keep certain countries on the list.

With these sources at hand, we can address your question(s) from an informed viewpoint...

Can you tell me, is there any policy change about muslims entering the UK?

No, muslims are not specifically targeted by the authorisation, it has to do with countries. This includes Christian countries, Buddhist countries, Hindu countries and so on. Religion is not part of the criteria. Moreover, the authorisation is derived from statistics which point to large scale abuse by certain nationalities, there is nothing about terrorism in the authorisation.

Will they be rejected no matter what?

No. There are no absolutes in applying the authorisation. There are huge numbers of muslim visitors, spouses, and work permit holders in the UK.

If in the second visa application statement issues are solved, what is the chance of getting the visa in this case?

Define 'solved'. Your definition of what constitutes solving an issue may not line up with theirs. Nobody can predict the chances of success without seeing all your stuff laid out on a table and knowing lots of personal details. If you want to improve your chances of success, retain a UK solicitor with a practice area in MRCP exams.

Is Bangladesh on the list?

Your other question is implicit, you would want to know if Bangladesh is on the list. The list is classified and exempt from the Freedom of Information Act. I would guess that it is on the list where discrimination is authorised because Bangladeshi nationals became associated with lots of abuse over a long period of time ("...suggests that a significant number of persons of that nationality have breached or will attempt to breach the immigration laws and/or Immigration Rules...”), but that's strictly a guess.

You seem to have confounded religion and nationality, probably because Bangladesh is a muslim country. Saudi Arabia is a muslim country, so is Qatar, so is the UAE and those nationals appear to be NOT on the list.

NOTE: just because I'm aware of it and can locate the various links does not mean I support the authorisation. Don't shoot the messenger.