When they're in the jet at the very end, and he's saying the prayer for Jean, he says "As I walk through the valley of the shadow of the death". Ordinarily, I'd put it down to a slip of the tongue, but in this case, I really think it was deliberate.
Because that's exactly the kind of mistake someone would make who doesn't have English as a first language. In German, nouns do have genders (e.g. das Tod = death), so I think it was intentional to suggest that Kurt's translating the prayer from German as he goes along, and not getting it quite right.
That was so a deliberate move on the part of the scriptwriters, or maybe Alan Cumming himself, and I think it's a lovely little touch.