This was really tough! Fun, but now I have a headache. I think I finished, but don't use the app so not certain of some answers. Will review tomorrow morning. Thanks to Brummie for the unusual format and challenge.
Finally got there with plenty of electronic help. Just unsure of the parsing of 4 down - it must be one of the special clues and the answer seems obvious from the crossers but would be grateful for any enlightenment on the answer to the clue.
4 - Yes, this is one of the thematic clue. The first answer is a single letter "grand" then a 4 letter "parrot" (which I'd never heard of). This word and its pair, the actual answer, appear together in The Lord's Prayer.
Wow, I recall the parrot from Alice in Wonderland[/]. Not familiar with that version of the Lord's Prayer (I was raised RC), but Graham Greene comes to mind. :-)
Thanks for the explanation, Brendan. I must admit that I wrote in the answer without parsing.
Finally finished, quite fun once I was on the right track.
Not sure why 'rough' means what it does in 19d., unless they both mean 'nasty'. I'm assuming the last letters are 'the Spanish' reversed.