Today I checked on whether the Christians do expect a messiah by some friends, one of them being Christian herself, they were surprised as I was. One of them even told that it would be absurd, since Christians don't need a new messiah, unlike Judeans, which have been an oppressed community throughout most of the history, and had to cling to a hope, which they reflected to the idea of a saviour. I also think that's logical, Christians never have been an oppressed minority, apart from their early centuries at the times of the Roman empire. Anyway, whatever, perhaps I'll read some more on this, but you should also verify whether or not you actually are expecting a messiah. Nevertheless it's your religion, and one can observe that it's important to you.
I remember the "follow the white rabbit" conversation, good catch, but I'm not sure if it's a direct hint to Neo's future role, or a casual allegory. The savior is gonna be Neo, so he will take over the role of whomever you believe in. The important thing that I've seen is that humanity in the film, is in a state of mass oppression, of which the most popular resemblance is the oppression the Judeans have undergone in history. If the film would be taken by the Saudi Arabian film industry (I don't know whether there is a SAn film industry, let's say there is), then the wording would be "you're my personal Mohammed", but the role Neo plays would still be "the messiah of the oppressed people" (of course, it wouldn't come that far, most probably, since the writer would've been hanged, or his head cut off because of some crime like alliance with Satan, years ago). On the other hand, religious motives, in this film, are material in the context of the argument. They don't stand there for themselves, they are there for to support and diversify the argument. This movie says something, even something no one would be pleased to be said.
Imagine yourself at your 60's, and an old wise man appears in your dream, and says: "the purpose that you were striving all these years was a lie, you missed the truth completely." What would you do? You wouldn't have neither the time, nor the energy for a restart. Most people would go mystical and convince themselves, if their purposes had been a lie, then their lives would be lies either, and this would reestablish their inner peace. And they would remain to be connected to the Matrix.