King David of Israel ran from King Saul as Saul hunted him down to kill him. He hid in caves, and Jehovah literally saved him repeatedly from Saul's attempts on his life. Jehovah is our refuge too. Pray to him. We were never instructed to pray to Jesus or Mary or Saints. We were to pray THROUGH the name of the mediator, Jesus.
Jehovah in various languages. At the bottom is the scripture Psalms 83:18 in Spanish. Here is what Psalms 83:18 says in English: May people know that you, whose name is Jehovah, You alone are the Most High over all the earth.