I've been looking for the name of this movie for almost a decade. Any help is appreciated.

It was made in the 90's, maybe an indie or HBO movie

It's about a serial killer with a yellow mask (facepaint?) going around killing by the bible. It's been a long time but I think the movie ends with the killer trying to kill a baby in a hospital on easter. Also, I think (not sure) that the killer turns out to be one of the agents working on the case.

Like I said, I've only seen this movie once but it left a strong impression on me. I've been looking for the name of it for almost 10 years. You are the friggin' man if you can tell me the name of this movie