This is going to be beautiful. I have created quite a few wall hangings for churches. I think your vision is really inspired and the symbolism is perfect. I agree with the suggestion of gray leading, black can be harsh on a design like this. I would do a satin stitch, but maybe that's what you mean by zig zag. Do that before sandwiching layers of batting and backing. Definitely use a tear away stabilizer under the areas as you stitch the leading. You don't need to stitch under the cross area more than 1/8 of an inch as you should cut away the colored fabrics under the cross. I wonder if it would give a 3-D effect to the cross if you first outlined it with the same leading and then inside those borders do a metallic silver satin stitch. Or...maybe only the silver around the cross with some silver stitch lines radiating out. I think any decision you make at this point will result in a gorgeous work of art.
Phyllis G.