Lyric discussion by Dark Artist 

Cover art for Say My Name lyrics by Within Temptation

I think this song is about a person who's loved one has Alzheimers disease and is dying.

"Please say my name..."

They are asking their loved one to remember their name and to remember who they are, but of course the person has Alzheimers and cannot remember. This really hurts the person, who says

"It hurts to much.. I pray now that soon you're released to where you belong."

I.e. "I love you and you deserve this peace".

I can really relate to this song because my grandad had Alzheimers. It always brings a tear to my eye.