I can understand (read: smell it from a mile away) the motivation of the father for killing his family, but in order for the son to have cooperated with this madness his father must have convinced him that what he was doing was right even though he himself knew it was wrong. From a theological perspective, that sin is worse than murdering his daughters, because he did the "devil's work" and corrupted his son's soul, pretending it was God's will

When Nietzsche said "God is dead" he meant that God is not necessary for our morality anymore. When he says we killed God, he means that our science, skepticism, education, have pushed us past the point where believing in miracles is possible; but as a consequence of this loss we are lost, have no goals, no aspirations, no values. God was made up, but he gave us a reason to progress.