So if someone starts out as a Zealot and then goes to Flagellant and Prophet of Doom, what after that? It seems odd that there is only Insanity Careers up to rank 3.  Are we ever going to get rank 4 and 5?

I do not think it probable that we will get rank 4 and 5 insanity careers. There are several house rules you could use though.

In my group we have these: https://dl.dropbox.com/u/14855200/NewTalents.jpg and we do have a character who has moved through Zelot-Flagelant-Prophet, the character uses a "creative talent" to attach the insanity to, this ensures that the Zelot/Flagelant/Prophet career abilities are not useless. I think all my players have aquired at least one of these talents, to make sure that their talents are not useless when moving in different careers. It works well in our group and isn't game breaking (I only allow a character to have 1 extra slot per talent type, and one creative talent per talent type).

Another houserule that we do not use, but which helps with the issue is the one that allows you to re-take careers, meaning that you could retake Prophet of Doom to keep the slot.

Thanks for the reply. I like the idea of taking the same career again.