What is the purpose of the appearance and speech of the messenger in act 4, scene 2 of Macbeth? Who might have sent this messenger? 

The purpose of the appearance and speech of the messenger in act four, scene two is to warn Lady Macduff that she is in serious danger and must flee her home immediately with her children. While Shakespeare does not explicitly inform the audience who sent the messenger, one can surmise that an ally of Macduff and someone opposed to Macbeth sent him to protect Lady Macduff and her children.

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In act four, scene two, Lady Macduff harshly criticizes her husband for leaving her behind with the children in a vulnerable, dangerous situation. She recognizes that Macbeth views her husband as a traitor and cannot believe that he abandoned her and the children to fend for themselves. Shortly after Ross leaves her home, Lady Macduff is visited by an unnamed messenger, who informs her that she is in immediate danger and must flee with her children at once. The messenger does not give his name or reveal the person who sent him. The messenger also states that he is someone Lady Macduff does not know but is aware of her royal status and dangerous situation.

He goes on to issue a warning that Lady Macbeth's estate will be attacked by Macbeth's murderous agents. It is difficult to ascertain who sent the messenger, but one can surmise that someone close to Macduff and of similar status is looking out for his family. The fact that the person knew Lady Macduff and her children would be attacked also leads the audience to believe that a Scottish nobleman sent the messenger. It is likely that a person close to Macduff and Macbeth would be privy to this information and willing to risk sending a messenger to protect Macduff's family. At this point in the play, Macbeth's tyrannical reign has cultivated an atmosphere of hysteria and chaos throughout Scotland, and no one is safe. The person responsible for sending the messenger would never reveal their identity out of fear that Macbeth would seek revenge and come for them next.

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The messenger arrives to warn Lady Macduff that her life, and the lives of her children, are in serious danger. Having usurped the throne, Macbeth is destroying anyone he perceives to be a threat to his power. Lady Macduff's husband has become one of the ringleaders of an incipient rebellion against Macbeth and has fled to England along with other rebels, leaving his family behind. As Macbeth can't get his hands on Macduff, he's going to take out his terrible vengeance on Macduff's family instead. Hence the enormous danger that Lady Macduff now finds herself in.

These are treacherous times. And Macbeth's growing savagery ensures that he has plenty of enemies, both at home and abroad. So the messenger could've been sent by anyone. The fact that he doesn't say who sent him speaks volumes about the level of suspicion, paranoia, and secrecy that is fast becoming an everyday feature of life under Macbeth's tyranny. And things are only going to get much worse, as Lady Macduff and her family will soon discover to their cost.

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The messenger who pays a hurried visit to Lady Macduff does not identify himself to her, and he does not stay long enough for her to ask any questions. Besides being at war with Norway, Scotland is also experiencing internal turmoil, and this turmoil has increased since Duncan's death and Macbeth's unexpected ascension to the throne.

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who comes to warn Lady Macduff to take her children and flee danger coming to Fife has likely been sent by a rebel who has no loyalty to Macbeth but knows or suspects his plan to have Macduff's family murdered.

Macbeth had told the murderers of Banquo that he dared not act on his own to murder Banquo and Fleance, and presumably the same is true of Lady Macduff and the children. Macbeth cannot openly expose himself as the murderer, but he can hire henchmen to do his evil bidding. However, Scotland at this moment abounds with conspiracies, and somehow, the messenger has heard that Macbeth is incensed at Macduff's absence from Scotland and plans to punish him for it.

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In Act 4, Scene 2, the messenger who appears has come to tell Lady Macduff that her life is in danger and that she should escape with her children as soon as possible. This is what he says:

 Bless you, fair dame! I am not to you known, Though in your state of honour I am perfect. I doubt some danger does approach you nearly: If you will take a homely man's advice, Be not found here; hence, with your little ones. To fright you thus, methinks, I am too savage; To do worse to you were fell cruelty, Which is too nigh your person. Heaven preserve you! I dare abide no longer.

The messenger proclaims that Lady Macduff does not know him, yet he feels obligated to let her know that she must flee at once. He is "homely" which implies that he is an ordinary citizen or someone not of high rank. He is very polite and considerate and is sorry to disturb Lady Macduff, but he feels it's his obligation to warn her of the coming peril.

The fact that he is unidentified suggests that, during tyrannical Macbeth's rule, no one feels safe, so he should better not disclose his identity. What we can infer about the messenger is that he is definitely an opponent of Macbeth's rule, which means that he may be a supporter of Macduff or a soldier who may have found out about Macbeth's evil plan to have Macduff's family executed. The fact that he comes right before murderers show up to kill Lady Macduff and her children means he must have found out about Macbeth's plan very late.

Unfortunately, Lady Macduff does not have enough time to run away.

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