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For It Is Finished, since Jesus was taking away the sins of the world, I wonder if it would be too OP to have it say, "Banish your lone rescuing N.T. Hero in battle to discard all Evil Enhancements in all hands, decks, Reserves, and in play. Cannot be interrupted."
I think Spear-Pierced Side might be a little underpowered. I don't think that the ITB and CBI make up for the fact that you can only use it if your Hero is being discarded. You could probably get away with saying "removed from battle" instead of "discarded", or "has special initiative" similar to Legions Held Back. And then I think the Unity on the evil side makes that half not quite as good. I think if you want to keep the Unity, it should do something more relevant to the Roman theme like capturing or hand control. You could just have it be TC for both sides and say "Reveal a player's hand and underdeck a card of a different alignment." Then you could just have Unity: Evil Humans (Roman) for both sides as well to make it balanced.
I really like the idea of The Repentant Thief, but I still think it could be OP. It basically just opens up a dom slot for TSC to play AotL or Chronicles twice…Not sure if there's a great way to tone it down without it getting too convoluted, but I do think it'd be cool to try and figure something out.
Legions Held Back is a little meh, to be honest, and I think it could be given a little more power. Granting CBN to enhancements isn't really worth losing the battle so you'd really only want to do it if you had no other choice, in which case you'd be better off having another "ITB and win the battle" type Enhancement in your deck. It would be cool if it interacted with Legion of Angels, or just angels in general, somehow too since it uses the same verse. Maybe "Place in territory: If an opponent would remove your lone N.T. human Hero from battle, you may discard this card and withdraw that Hero instead. Hero gains: "May band to any number of angels" for two turns."