"It ain't my goal to gain the whole world, but give up my soul."

From a Hollywood Reporter review:

Diving headlong into one of the most controversial moments in Bob Dylan's storied career and paying no heed to unbelievers, Jennifer Lebeau's Trouble No More unearths rare concert footage from the singer's "Christian period," when he toured small venues playing nothing but songs about his new faith. The singer's refusal to perform his hits angered fans at the time, and many critics were unkind to the new compositions. A chance for reappraisal comes next month, when Columbia/Legacy's latest Bootleg Series installment will collect many hours of live recordings from this period. Lebeau's film will be part of that set's "Deluxe Edition," and will be catnip for fans of the albums Slow Train Coming and Saved. But seen on the big screen at the New York Film Festival, it proved something of a come-to-Jesus moment for unconverted viewers as well, loaded with fine performances of songs that fit comfortably in the songwriter's canon. ....

On "Saved," Dylan puts the message across as fervently as a tent-revivalist, his band chugging along like a train on straight tracks. On the rarity "Ain't Going to Hell for Anybody," he acknowledges his sinful ways and puts them behind him.

Though he has six African-American backup singers, this show doesn't evoke the sounds of the church the way, for example, Lyle Lovett does with his Large Band. Rather, it weaves them into the kind of rock music Dylan was already making at this time. Tim Drummond's bass (which cuts loose on songs like "Solid Rock") and Jim Keltner's drumming keep Spooner Oldham's organ from ever sounding churchy. ....

I don't believe I have ever heard ""Ain't Going to Hell for Anybody" so I explored YouTube and found this performance:

I found it difficult to understand the words to the verses — the chorus is pretty clear — and commentary on the song indicates that in typical Dylan fashion they frequently change from performance to performance. Bob Dylan Lyrics: "Ain't Gonna Go To Hell (For Anybody)"

'Trouble No More' Review | Hollywood Reporter