I don't think we are screwed because we hold wrong religious beliefs. Beliefs, in and out of themselves, are harmless. If people who believe in flat earth are proven wrong, I don't think there would be any dire consequences for their wrongness. If, however, our beliefs had caused us to do something that is unforgivably harmful, destructive [like Salem Witch Trials, killing of infidels, apostates, terrorism etc. etc. etc.], then you, most likely, are screwed. You have to reap the damage you have sown.
If I am wrong, I don't it would make any difference to me. If there is no god, well, I'll just go to eternal sleep. If there is a god, well, I got it right then, but still it's no use if I have been an a''hole [which, btw, I am]. If there is a god but he is of a different religion and/or unlike the idealized version I believed [Panentheistic God], well, i am too insignificant for God for Him to unleash His Wrath on me for little-to-no reason. If there is a god of different religion and/or unlike the Panentheistic God I personally believed in AND this God wants to punish me for mistakes that I am bound to make due to the very frail nature and flawed, limited brain [and other short-comings] He Designated for me, well, such a god is not worthy of worshipping.