Who are the "Calendar Sisters" and the Daughters of Mary? How did being in the company of this circle of females transform Lily?

The "Calendar Sisters" is Rosaleen's term of endearment for the sisters August, May and June (and maybe April, though she is deceased by the time Lily meets the sisters). August is the oldest and keeps bees, June teaches at the local colored high school and plays music for the dieing, while May stays at home with a week grasp of her own emotions and often loses herself in feeling the misery of others.

These three hold the services of The Daughters of Mary, who are a flock of colored women and a few men, who worship a statue of Mary, the mother of God. These women form a support group to each other, which eventually extends to Lily and helps her cope with her internal conflicts and becoming her own strength.

Lily eventually is able to forgive herself for her mother's death, her mother for leaving her and her father for the way he treated her, because of the support for the Daughters of Mary. 

"I go back to that one moment when I stood in the driveway with small rocks and clumps of dirt around my feet and looked back at the porch. And there they were. All these mothers. I have more mothers than any eight girls off the street. They are the moons shinning over me." The Secret Life of Bees by Sue Monk Kidd page 302.