This is just my opinion, but reading about Bertrand Russell my impression is that he dedicated his life to Pincipia Mathematica partially because he expected to find God in the foundations of the mathematics, and when that didn't happen it drove him rather insane. And then Gödel shows up and basically knifes him on stage with the Incompleteness Theorm.
I would like if you could refer me to that reading as well. I really know nothing about, uh, any of that, so I cannot judge. But your description strikes me as rather weird: "dedicating his life" seems a bit dramatic, since Principia is a pretty early work of his. He was active for 50-60 more years since he must have been "driven insane", as you say. Most of his famous works were written after that. Also, all of famous results of Gödel were after Russell finished with Principia. Not that he ever finished, but given the fact Second Edition was 15 years after the First one, and mostly contained relatively minor fixes… it seems only logical to conclude that he wasn't pursuing the topic after the first publication, basically, ever since realizing how big of a task would it be to try and formalize all of math like that.
I believe you are thinking of Cantor, regarding God and subsequent insanity. And it was Russell who knifed Frege. :-)
I don't know what you red about Russell, but in my own readings he has always been presented as a fervent atheist, so except with a far stretched interpretation of "neutral monism" as some form of gnoseologic divinity, it's hard to imagine such a character looking for any god.
Also Russel himself ruined the cathedral of Frege with its eponymous paradox, he was clearly among the best to understand how a thing like Godel's incompleteness theorem could come along the way.
And for his relation to madness, his personal life have been felt with many turmoil from an early age. If anything it seems that mathematics saved him, preventing his early desire for suicide.
https://plato.stanford.edu/entries/neutral-monism/
https://en.wikipedia.org/wiki/Copleston%E2%80%93Russell_deba...