Having to do with existence. More specifically, one way it is used is to mean having to do with state of being as opposed to truth or knowledge. An "existentialist" is more concerned with how to "be" than with what is true. A good example is Albert Camus's "The Plague", in which the character determines that we can't know the meaning of life and suffering, but we should just do what we can.
I think your problem with God is an existential one, not a theological one. You You know all you need to know, you just don't live it.