You don't say specifically which group in the novel considers Ezeulu a martyr, but Ezeulu becomes the chief martyr of Ulu, a god who originated from the need to fight the slave traders. This is seen when Ezeulu is imprisoned for refusing to become a Warrant Chief. During this time, Ezeulu should have started eating one sacred yam per month to mark the time before the harvest. When he's released from prison, Ezeulu refuses to eat the number of yams he needs to in order to catch up, and this makes his people angry. They stop worshiping Ulu and become Christians as a result.