Malachi 3: How can I offend the Lord?

Malachi warns that the people has been offending the Lord, but they reply: "How can we offend Him? Is it possible that we mere humans offend Him?". The people is accused of stealing the Lord when they don't take care of the levites, widows, orphans and foreigners that should be sustained from their tithes. The people is accused of speaking rude words against the Lord when they envy the unbeliever who is not obliged to serve Him. The Lord is offended when his people sees the Lord as a demanding God instead of recognizing Him as the Lord of Grace.
Malachi ends the Old Testament. In this last chapter we read:

1 “Look! I’m sending my messenger on ahead to clear the way for me. Suddenly, out of the blue, the Leader you’ve been looking for will enter his Temple—yes, the Messenger of the Covenant, the one you’ve been waiting for. Look! He’s on his way!” A Message from the mouth of God-of-the-Angel-Armies.
2-4 But who will be able to stand up to that coming? Who can survive his appearance?

In the New Testament, this messenger is taken as the John, the Baptist while Jesus is the Lord who live among us. Interestingly, only reading Malachi, it seems that the Lord comes to punish. "Who can survive his appearance?"
I have many doubts about how the prophecies of Old Testament are fulfilled in the New Testament, but the story is not yet finished. Some prophecies will be fulfilled in the second coming of Jesus.