This post contains spoilers.
Early in the show, there's an account named Norman Brewster, who later turns out to be a Seelengute, which is like a sheep. After he finishes his accounting work, he closes his laptop and yawns:
It might just be a coincidence, but there is the connection between sleep (or tiredness, in this case) and counting sheep.
The first part of the detective bit in this episode occurs when Reverend Lance B. Calvin comes to the precinct with a claim that Norman embezzled church funds. I'm not sure how much there is to this, but Calvin's name suggests some connection with Reverend John Calvin.
As Hank and Nick investigate the case, they find that the same situation occurred at an-other church over which Calvin presided. Captain Renard describes it as "Scapegoat parishioner embezzles church funds and disappears." "Scapegoat" is a common term, but it was also a religious practice, as described in Leviticus 16:7-10, so it ties into the religious aspects of the episode.
After discovering Brewster's body, they decide to see how Calvin reacts to the news of his (Brewster's) death, so they go to the church, where Calvin is telling the board about the embezzlement. An interesting thing about the board (and later the congregation) is that they're all wearing very neutral colors:
This is a visual indicator of the "herd mentality" that's mentioned later in the show, and it might have something to do with the board's being Seelenguter too. It's like their clothes are the same color as their wool when they are wogt. (I think I'm using the terminology correctly.)
It's also interesting that here and in a later scene, Calvin is seen as just a gesturing hand at the edge of the frame:
It shows that he's manipulating them while at the same time not revealing his true (whole) self.
In the scene with the board, Calvin's skill as a speaker shows itself. His speech to the board contains alliteration: "This is not the time for vitriol and vindictiveness" and "This is a dark day for us." He also seems to use religious imagery, but he doesn't always get it right. He tells the board that "with faith as our armor, we will march forward." Ostensibly, this is a reference to Saint Paul's armor of God in Ephesians 6:
Therefore take up the whole armor of God, that you may be able to withstand in the evil day, and having done all, to stand firm. Stand therefore, having fastened on the belt of truth, and having put on the breastplate of righteousness, and, as shoes for your feet, having put on the readiness given by the gospel of peace. In all circumstances take up the shield of faith, with which you can extinguish all the flaming darts of the evil one; and take the helmet of salvation, and the sword of the Spirit, which is the word of God, praying at all times in the Spirit, with all prayer and supplication. (Ephesians 6:13-18).However, in Paul's metaphorical armor, faith corresponds to the shield, not to the armor as a whole. Calvin's error seems to speak to the quality of his character. While both reverends and con-men might make use of rhetorical strategies, reverends would be familiar with Paul's armor and probably wouldn't mess it up.
When Calvin talks to Hank and Nick alone, he continues playing this part. He talks about his "personal journey of enlightenment and reformation" as a reformed Blutbad. For someone who seems so conscious of his speech, it's an interesting choice of words. If you capitalize them, you get The Enlightenment and The Reformation, which seem somewhat contradictory, as The Enlightenment was concerned with reason, which could be seen as the opposite of religion, and The Reformation was a religious movement. In some ways, it seems to indicate the conflict within Calvin - between his persona of the upright reverend and his actual position of conman.
When they ask where he was between 5 and 10 PM on Friday, he says, "Oh, now enlightenment comes. I’m a suspect. Well, good. Let the truth be told." Again, he uses rhetoric. More specifically, he employs passive voice. "Let the truth be told" rather than "I will tell you the truth." But he still doesn't tell them the truth.
When they leave, he tells Nick that since he (Calvin) is a Blutbad and Nick is a Grimm it "could be the beginning of a beatific relationship." Again there's the alliteration, but the word choice is also significant, as beatific suggests the Beatitudes of Matthew 5. As they leave, Nick even comments that Calvin "talks a good game."
Since Calvin claims to be a reformed Blutbad, Hank and Nick go to Monroe, an-other reformed Blutbad, to get his opinion. From him, they learn that the sheep wesen are called Seelengut "or if there's more than one, Seelenguter." (Calvin also tells them about Seelenguter, but Monroe is a more trustworthy character.) Seelengut means something like "good souls." Seele (plural: Seelen) is the German word for soul, and gut for good. This too plays into the religious aspects of this episode (including the title), not only with the mention of the soul, but also because sheep are an important symbol in Christianity.
Monroe agrees to go undercover in order to investigate Calvin more fully. In his conversation with Monroe, Calvin keeps up his persona. There's some alliteration in the phrase "delved into the darkness," and there's duplicity in "You’re no trouble; you’re a blessing" because Calvin wants to use Monroe to take the fall for his crime (killing Brewster and embezzling the money). It becomes even more obvious when, in a later scene, after Calvin's explained his plan to his secretary, he tells Monroe, "You have no idea what a blessing it is that you arrived at our church when you did."