If I ever write a story about this, I'm going to set it in the Nordic countries. The word "Nephilim" sounds a bit like the word "Niflheim," the mythological Norse underworld... or one of their underworlds, I can't remember all of their Nine Worlds (I did a progect on Asatru, Norse Heathenism, for World Religions).
My possible story would be:
I love the synopsis! And I love Norse stories! I recommend anything by Lars Walker. I just finished Wolf Time last week. It's a near future thriller where at least one of the Norse gods has taken an avatar in modern times and is trying to regain his lost powers. Could be helpful. And it is available for free download from Baen books.
True holiness comes when we loathe sin not when we loathe getting caught.