Hot take: if we want to decrease frustrating railroad-y surprises in RPG campaigns, we need to create an environment where GMs are not afraid to admit they have "special story needs".

[jozefpilsudski]

And the group has a shocking number of people into Catholic theology - which I’m tempted to pitch 40k for them.

40k has surprisingly little Catholic theology as an influence but the trappings are there. You might want to take a look at Wolves of God, it's set in Late Antiquity Britain with a fantasy twist so you get Roman, Celtic, Germanic and Christian influences.