It's like Rosie Glass saw a number of Paul Schrader "I'm going to narrate my anguish and misery and self-influcted contradictory impulses while also making myself suffer in a physical way" films and said "but... I can go a little further - and with a woman!" This isnt at all a bad thing and Glass's vision is striking and with psychologically rich and even dangerous compositions as we're plopped into Maud's unruly consciousness. I'm sure there are and will be interpretations about whether she is simply a total nutter who is deteriorating in her mind, or if this battle between someone who has been anointed by God and is torturing herself so she can be ready to face our against THE DEVIL or what have you.
By the end, I didn't think the film necessarily reconciled the two poisitons all that strongly, as in everything is so in her head that the conclusion makes it pretty clear (at least to me) that she lost her grip on reality through her Faith with a capital F. Or I should put it that the film is a dark and harrowing journey into someone's inner being ripped apart piece by piece, but by the end if it means to be ambiguous it's been a little too basic to earn it. All the same, Glass and Clark makes this remarkable through their total commitment to making this woman's descent so deeply felt and pained, using the camera as this point of pain at times where what Maud is seeing in a room (like the big cockroach) is aiding in this warped sense of things.
This is all to say that the film this would very well to be paired with, though not exactly the same genre, is really Benedetta, another story of someone so totally in the thrall of the Lord to where it turns the world upside down, but where that film benefitted from the larger place her and other women had in society and the reactions to what happened with that title character, Saint Maud is about making the internal the external, and that can only be sustained for so long. But I have to stress that if you're in the mood for this sort of heart-wrenching spiritual-existential horror, Clark and in particular Jennifer Ehle in a key supporting role create an atmosphere that is perfectly dreadful.
Religion, ain't it something else?