When you can’t finish the whole sermon, it doesn’t pull up that unfinished sermon anywhere and then you have to search for it again to finish it.

The app does keep the currently playing audio in the Now Playing screen as long as you don't quit the app or play something else. If you do need to close the app, then there are a couple workarounds for you to quickly get back to what you were playing: you could mark the sermon as a Favorite (the heart icon) and then you could easily find it in My Favorites under ...More. Or you could download it and also quickly find it in My Downloads, also under ...More.