‘Lama sabachthani’ were Jesus Christ’s alleged last words, as he sacrificed himself on the cross, in the biblical story of his crucification.
It roughly translates to ‘Why have you forsaken me,’ and in context, was quoting Psalm 22, which prophesized the Messiah’s demise
Jay uses this as a metaphor, asking both why God has not helped him from this depression, and to compare his suffering to a suffering of biblical proportions.
This is למה זנחתני in Hebrew.
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