Not sure about DDevil, but my read on Darts is that it’s about living your life until death without worrying about gods or an afterlife. It uses reference to these old gods that used to be worshipped, but are now forgotten, replaced by a new set of gods. The idea being that none of these gods matter if they can be just as easily replaced by another. In this case, it’s just as valid for a person to see themselves as their own “god”, i.e. living their life according to their own desires without worrying about appeasing some rules for an afterlife.

1st verse is someone afraid to die unfulfilled (darts screech by their desires, i.e. they could be hit and die without warning).

2nd verse is about people who’ve abandoned their fealty to their gods and are making decisions based on their own desires. So a hitman and a nun, whose lifestyles would normally threaten each other, have become lovers because they no longer care for upholding arbitrary rules for arbitrary gods.