The captain and healer had spoken about a daughter, whom Malin only met the day after returning to the city. Malin and the girls had looked everywhere but found no one, only learning today that the little one had gone to the nearby Church of the God of Misery to pray because her foster father and aunts and uncles were out working.
The God of Misery sounds somewhat like the concept in Buddhism, speaking of universal suffering and cultivating the next life.
Of course, this was what Malin thought when he first saw the name; the actual situation is that the God of Misery is quite hardcore—a deity who represents the poor and is a subordinate to the God of Justice.