It depends what you mean by a "holy message." Clearly, these two poems are both very religious in their theme and nature, and express an intimate relationship between the speaker and his God. However, if I were to pick one that has a "holier" message, I would pick "A Hymn to God the Father." This is because this poem is all about the speaker's journey towards accepting his own sinful state in front of a pure and holy God, in spite of the way that he has sinned, continues to sin and has led others to sin:
Wilt Thou forgive that sin which I have won
Others to sin, and made my sin their door?
Wilt Thou forgive that sin which I did shun
A year or two, but wallowed in a score?
The series of rhetorical questions that the speaker addresses to his God about his sinful state and God's acceptance and forgiveness of him result in the final stanza's confirmation of the power of Christ's sacrifice and resurrection for sinners such as the speaker, and the way that thanks to the death of Christ, the speaker may "fear no more" about death or about his many sins. Christ's blood is sufficient. This is a much more traditional doctrinal Christian message concerning grace.
In "A Hymn to God the Father, at the Author's Last Going into Germany," the speaker commits himself into the hands of God as he travels, and also asks God to look after those he leaves behind. Whilst there is clear evidence here of a Christian relationship between the speaker and God, the theme of the poem is not based on a major doctrinal cornerstone of the Christian faith in the same way that the other poem is.