Matthew 17:10-13:

“And his disciples asked him, saying, Why then say the scribes that Elias must first come?  And Jesus answered and said unto them, Elias truly shall first come, and restore all things. But I say unto you, That Elias is come already, and they knew him not, but have done unto him whatsoever they listed. Likewise shall also the Son of man suffer of them.  Then the disciples understood that he spake unto them of John the Baptist.”

Notice that Christ said that the Elias shall first come and restore all things. He did not say he came and created things. This means that what was promised in Malachi had not happened yet. Also how can you restore something that has yet to be created? Christ’s Church was not established until after Christ’s death. All this information means that the messenger has to come again before the second coming of Christ.