Believe it or not, I managed to pull this one off on my FIRST ATTEMPT. No joke. Did a 100% collectable run couple weeks ago and then one practice run two days ago, both on Nightmare. Tried an Insane run today and succeeded. I still can't believe it. I must say, luck was definitely on my side with this one.
Almost died in the Nick&Laird forest encounter (after coming out of the closet) in Chapter 2. I went inside a house but they spotted me and stormed inside. I tried to jump out of the window but awkwardly sidestepped a couple of times at the window. I was sure the run was over, but for some reason they didn't manage to kill me. Sh*t my pants but kept going.
Other close call was in the first Heretic encounter inside the mines in Chapter 5. After I lured the Heretic to come after me, I closed a door on my face. Again had a heart attack but managed to open the door and close it before the Heretic got to slash my head off. Then after the final Val chase, I got stuck on some rocks or something in the water, and the Heretics started chasing me way too early. Now I've heard sometimes the Heretics don't chase you here, but this time they did for sure. Started to panic but managed to escape without running out of breath. Another miracle.
I put this game on hiatus for a year. Watched a couple of guides for the Messiah run during it and studied the difficult sections. I definitely recommend observing some guides (especially this one) before attempting this. Final time was about 2 hours and 40 minutes. Still didn't get the platinum though since I need the bandage trophy.
Now I'll go and pray like Jessica and Blake in the ending, thanks.