About four centuries separate the latest events narrated in the Protestant Old Testament from the Gospels. Christians often call it the 'intertestamental' period; a great deal happened in it, including the rise of Greek and then Roman rule over Judea. Catholic and Orthodox Old Testaments include 1 and 2 Maccabees, which narrate events down to roughly 134 BCE, so the unnarrated stretch is considerably shorter in those canons.
The page-turn between Malachi and Matthew hides four hundred busy years — synagogues, new sects, and the Maccabean revolt all take shape in that span. Whether it counts as a gap depends on your canon: in Catholic and Orthodox Bibles, 1 and 2 Maccabees narrate part of it directly.
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