The plot involves a sect called the Abrahamites, who (according to the movie) sacrifice their first borns following an alternative interpretation of God's Will in the near-sacrifice of Isaac.
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Caravaggio's Ufizzi version of the biblical scene is shown in the movie to illustrate this alternative belief.
León is not his surname, but he carries it as a second name in memory of his grandfather and eldest brother, both died in 2006 (the latter in a motorbike accident), and tends to just go by the name León rather than León Sánchez (as his two brothers), also celebrating his goals by pointing to the sky.