“The desired of all nations will come.” The desired of the nations is the Messiah. Haggai does not say or imply that the coming of the Messiah will be in two stages, a first coming in which he is killed and a second coming in which he conquers the earth and sets up his kingdom. The book of Haggai focuses on the Tribulation, which is the major subject of the book of Revelation, and Christ’s second coming at which time he will conquer the earth and set up his kingdom on earth.
[For more on Christ setting up a kingdom on earth, see Appendix 3, “Christ’s Future Kingdom on Earth.”]
“and I will fill this house with glory.” When Jesus comes and conquers the earth and sets up his kingdom, he will build the Temple and it will be filled with glory due to the presence of God. What Haggai did not mention was that the Temple that was being rebuilt in his time would be destroyed (which it was in 70 AD), but when Jesus came back he would build another Temple (see commentary on Ezek. 40:5). Haggai says that “this house” (this Temple) will be filled with glory because even though the Temple will be new, it will be built on the same place as the Temple that Haggai and those with him were looking at, it will be built on top of Mount Zion. Some scholars do not believe there will be a Millennial Temple, and that references to it refer to the Church, but in saying “I will fill THIS HOUSE with glory,” Haggai makes it clear that there will be a literal Millennial Temple, and that Temple is described in Ezekiel 40-48, which speak of things that will happen in the Millennial Kingdom.