He identifies himself as the messenger/angel of the covenant. Angel simply means messenger in hebrew. All we know of angels is they are spirit creatures like God and Jesus and called messengers because they do Gods work for him and in malachi here the prophecy is identifying Jesus as an Angel/messenger of the covenant which he testifies to in mathew 10:11.
This is not correct; nowhere in the gospels does Jesus identify himself as the "messenger/angel of the covenant". And the original passage is especially ambiguous -- is the "messenger of the covenant" a different figure from "my messenger" in the same verse, is "the Lord" a different figure from Yahweh who is speaking in the verse, is the "Lord" the same figure as "the messenger of the covenant"? And this does not take into account the fact that the wording in the Qumran version of Malachi (a thousand years older than the MT) is quite different. The only thing unambiguous is that the book in its final form identifies "my messenger" with Elijah (3:1 = 4:5-6), and the gospels depend on this equation in their identification of John the Baptist with both Elijah and "my messenger". If neither Elijah nor John the Baptist were "angels" in the sense of spiritual beings, then one cannot assume that this is the case with the "messenger of the covenant" in the same verse. And the verses that follow (and parallels like the reference to the "prince of the covenant in Daniel 11) suggest strongly that this messenger is a priestly figure, e.g. the high priest officiating at the Temple of Yahweh. Such a priestly figure was viewed as a messianic figure in certain Jewish writings in the centuries that followed (cf. especially the Testament of Levi but also some Qumran texts), and the epistle of Hebrews builds on this tradition directly in its portrayal of Jesus as a priestly messiah. Curious, then, that Hebrews has a lengthy discussion dismissing the idea that Jesus is an "angel" in an ontological sense, as if to counter certain views about the priestly messiah (such as found in 11QMelch, which identifies the priestly messiah with both Melchizedek and Michael).