There is one in the Elita range, I think - rather crude (in the sense of basic, rather than naughty!) figures that Glendale stocked for a while, though I think they've got rid of the last of them via clearance offers. Search for Elita and you may find the Nun you are looking for!
I think Preiser do a standing Nun also, but I don't recall a seated one from them.
Slightly off topic ; I seem to remember that in the 1960s there was a 4mm modeller who made wonderful models of Great Western models. He was one of the first modellers to 'populate' his carriages....most compartments contained a nun and a couple of sailors.....just the thing for a Plymouth express !