The phrase ‘losing my religion’ is an expression from the southern region of the United States that means losing one’s temper or civility, or ‘being at the end of one’s rope’ (from Wikipedia). If you don’t know why I’m bringing this up I would suggest you read A Walk in the Dark by Gianrico Carofiglio.
La frase “Losing my religion” (en español, literalmente, “perdiendo mi religión”) es una expresión del sur de los Estados Unidos que significa perder la compostura o llegar al límite de la paciencia (de Wikipedia). Si no saben por qué les cuento esto les sugiero que lean Con los ojos cerrados de Gianrico Carofiglio.
A Crime is Afoot 
José Ignacio – As soon as I saw the title of your post I thought of this song. A very appropriate follow-up to your last post :-).
It is mentioned in the book, Margot.
I know the song – I had no idea that the phrase had another meaning.
Neither do I but it’s explained in the book, Sarah.