The term was used after Malachi finished his works. Known by the time of Jesus manhood but not mentioned in the Bible until John the Baptist. It was the hope of Israel, that the Messiah would come and reign as king, securing Israel from foreign powers from then on.
But Jesus the Messiah did not want to overpower Rome... He wanted to convert Rome, and defeated death and sin instead.
Where Jesus the Christ is ruling, there is His kingdom. In the hearts of the church throng, and amidst them. Needs surrender, in dying to self, and living to God.