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Emo & Finnish music
Alright, I won't be choosing music that I consider good or bad or even tolerable to listen to, just anything that goes with the themes you mentioned.
Dystopia/judgement day: Project Pitchfork - In the Year 2525 (Laibach has the prettier version but the harsh sound fits better I think)
Emo/depression/living in the 2000's/Jesus complex: KMFDM - Stray Bullet (also known as the Jokela amok run song)
More emo: Jimmy Eat World - Cautioners
Also, I notice a lack of Finnish music. First of all the indie rap artists:
Steen1 - Sinisiä rappuja ja punaisia hintalappuja (featured in the movie Paha maa)
Then the classics you couldn't avoid in the 80's..
Dingo - Lähetyssaarnaaja
The few religion themed Finnish songs I could think of right away:
Freud Marx Engels & Jung - Monenkirjava tilkkutakki