"I confessed, to the wrong priest" is my favorite line in Wake Up Dead Man, because it's so subtle and yet so kind. Martha has been so dismissive of Jud the whole movie. Not outright mean, of course, but she clearly saw him as a tenant who sometimes gave her a hand rather than a priest, and put him down when he seemed to overstep by acting like one. The line is an admission that not only Jud is a priest, he's a priest who does share the beliefs she's built herself over for decades. Even disillusioned by Wicks's self-serving hypocrisy, he still allows her to see her faith as a moral pillar. It's saying "I should have trusted you, and if I had, maybe none of this would have happened".