Jesus is Malachi's YHWH
In the Old Testament Book of Malachi, the prophet speaks to an embattled and persecuted Israel (text in parentheses mine),
"You have wearied the LORD (YHWH) with your words.
Yet you ask, “How have we wearied Him?”
When you say, “Everyone who does what is evil is good in the LORD’s (YHWH's) sight, and He is pleased with them,” or “Where is the God of justice?” Malachi 2:17
Israel is oppressed and losing hope, and so, to the question, “Where is the God (Elohiym) of justice?,” YHWH replies,
“See, I am going to send My messenger, and he will clear the way before Me. Then the Lord you seek will suddenly come to His temple, the Messenger of the covenant you desire—see, He is coming,” says the LORD of Hosts." Malachi 3:1 (see also Isaiah 40:3-5)
Note YHWH's words carefully. He says (italics mine for emphasis),
"I am going to send My messenger, and he will clear the way before Me... the Lord you seek will suddenly come to His temple... He is coming."
And Malachi is crystal clear Who is speaking. It is the Lord (YHWH) of Hosts.
To give them encouragement and renewed hope, YHWH, the God of justice, told His Chosen People ahead of time that He Himself was coming to earth.
Israel would hear no more from YHWH for over 4 centuries. Malachi's words were followed only by silence from heaven. A silence that was finally broken by:
“... a voice of one crying out in the wilderness: Make straight the way of the Lord—just as Isaiah the prophet said.” John 1:23
The voice of John the Baptist, the messenger of whom Malachi and Isaiah had spoken. How do we know this? Because we have it on the highest possible Authority. Jesus says of John,
"This is the one it is written about:
Look, I am sending My messenger ahead of You;
he will prepare Your way before You." Matthew 11:10
Gospel writer Luke refers to Isaiah 40:3 when he records this event for us,
"... as it is written in the book of the words of the prophet Isaiah:
A voice of one crying out in the wilderness:
Prepare the way for the Lord;
make His paths straight!
Every valley will be filled,
and every mountain and hill will be made low;
the crooked will become straight,
the rough ways smooth,
and everyone will see the salvation of God." Luke 3:4-6
29 The next day John saw Jesus coming toward him and said, “Here is the Lamb of God, who takes away the sin of the world!
30 This is the One I told you about: ‘After me comes a man who has surpassed me, because He existed before me.’
31 I didn’t know Him, but I came baptizing with water so He might be revealed to Israel.” John 1
Everything that John had done had been done in preparation for the coming of the Messiah, Jesus.
On a side note: John the Baptist was older than Jesus by at least 6 months, and yet in verse 30 he says that Jesus existed before him (Hint: Jesus is God).
Now, in Malachi 3, YHWH says,
"I am going to send My messenger, and he will clear the way before Me."
But in Matthew, Jesus rephrases the verse to say:
"... Look, I am sending My messenger ahead of You; he will prepare Your way before You." Matthew 11:10
It sure sounds like two Persons are involved here, doesn't it?
Malachi, whose name actually means "messenger:" he foretold the coming of the Messiah.
John the Baptist: he was the forerunner, the messenger who prepared the way for the Messiah.
And the most important One of all: Jesus the Christ, the Messenger of the New Covenant and the Messiah.
Where the Israelites had been focusing more on their temporal state as they raised their concerns before God, He had His priorities straight, as always.
He was going to save souls.
That is why Jesus brought the New Covenant, one where His blood established the covenant and was "shed for many for the forgiveness of sins" (Matt 26:28, Romans, and Hebrews 10, for example).
Just as Abraham had prophetically assured Isaac on Mount Moriah, The Lord provided a Lamb for the sacrifice (Gen 22). But the death of this Lamb would end the need for further bloodshed and death. This Lamb was the Messenger of the New Covenant: the Covenant which truly and completely sets us free to worship God with all our hearts, all our minds, all our souls and all our strength.
Worthy is the Lamb!