O Adonai, and leader of the house of Israel,
who appeared to Moses in the fire of the burning bush
and gave him the law on Sinai:
Come and redeem us with an outstretched arm.
"Jesus", says the book of Jude, "saved a people from Egypt". I once had to write an essay on the tedious question of how the Exodus and Sinai traditions became associated in the Pentateuch - the assumption behind which was, of course, that they were not originally connected. (And the assumption behind that was that neither of them happened anyway) I wanted to write that sentence from Jude as my answer. In the end, I wrote something longer, but hopefully it was to the same effect.
The connecting theme in the story of the Bible is God Incarnate - Jesus Christ. I am not one of those who thinks that people in OT Israel knew everything that we do about Jesus. I can't see that from Scripture at all. But what I can see is that without Jesus there is a deep ambiguity to the OT story. The OT is full of God's transcendence and presence; it is full of God near and distant. It only makes sense if it ends in Jesus, and if it ends in Jesus it also contains Jesus throughout. Every time we encounter God in the OT, we are encountering the Triune God, and the only way we can understand the interaction of this holy God with the world is in the light of Jesus. When God interacts with human beings in the OT, we are right to see Jesus foreshadowed - and because he is God the Word, not only foreshadowed but personally present in the foreshadowing.