I'm of the opinion that it is definitely "whose favours I'm to win".
well, you certainly have inside knowledge and i would not want to argue with you, but then i don't understand the grammar - what is the antecedent for whose? (i stay awake worrying about these sorts of things ... )

Also, if the narrator is winning favours, then i really don't understand the title (unless he is comparing himself to Christ). But then that would be hubris in a song that is clearly about sacrifice, so that does not seem to work either.
Anyway, a brilliant song, and i love your guitar work on that track - so evocative, opening huge spaces as always.