Bill's "Oh God of wonder and of might"
is conversing with the Christmas carol, "We Three Kings":
O, Star of wonder, star of night
Star of royal beauty bright,
Westward leading, still proceeding,
Guide us to Thy perfect light.
The soldier has not found the light, does not hope to find the light any time soon, and for the moment unconsciousness looks like his best friend, the only refuge from the starkness of reality (hence "wonder").
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