What was Ozzy's goal exactly in season 3?

In season 2 it seemed like he just wanted to blackmail them to get money, then in season 3 out of the blue he has some religious mentality where he's talking to a priest in his head and wants the Rayburns to confess their sins. None of that was ever explained, like why he's suddenly some changed person as he said and now he just wants them to confess to a priest.

None of his stuff made any kind of sense in season 3, no explanation as to why he randomly killed himself, he kept hearing the priest say "Destroy them or die for them" then he just blew his brains out. Why did he suddenly go from a lowly criminal wanting to blackmail them for money to suddenly wanting them to confess their sins and fulfill some imaginary priests instructions?

And why did he Kill himself? They spent the last 2 seasons building him up, making us think at some point he's gonna play some huge part in the story, maybe try and kill the Rayburns, make them pay for what they did, but no he just lingers around, popping up occasionally to talk to one of them. Then he just blows his brains out after Roy's men get him and thats the end of his storyline.

In his last scene with Nolan he tells him "I just can't get through to any of them, maybe you can you're connected to them, cause i'm fucking failing over here" again why is he suddenly trying to get through to them? Why is he not just threatening them to get more money?