He is a religious zealot, his immortality came from the Jashin faith experiments. We do not know whether Jashin is "real" and whether the immortality only works while he is a Jashin zealot or if his abilities came from "just experiment".
If it is not actually faith connected, then yes, he could in theory also gain a calm mind and find tactics that are more suitable to his abilities, for example, infiltration and stealth--just get some blood as stealthy as possible, run away, do the ritual, it's game over.

But if any part of his ability actually came from the religious zeal itself, then it won't work, because any of that directly contradicts with the faith and doesn't qualify as "zeal" in any faith.

When have gods ever avenged their followers? In how many piece of work have you seen that? I can't recall any....

Religion is..... interesting. So many churches spread the disproportional response of punishment versus reward. For every one billion believer, one is rewarded, but for every two person who turn against their deity, they are punished (disbelievers, as opposed to believer who turn against them, are largely ignored). Are the churches trying to make their own god into evil selfish and vengeful beings? Is that why they do not avenge their followers?