Canonically, Zephaniah and Haggai are certainly positioned near themselves for good reason. Zephaniah prophesied that sin would be swept away by judgment in the day of the Lord. This will usher in a glorious future where judgment will be swept away by forgiveness. Haggai helps us see that the glorious future has not yet arrived. The Day of the Lord prophesied of has come upon Jerusalem, the people have been exiled to Babylon, and have now returned, just as the Lord promised. However, things are not better in Israel; in fact, the exile seems to continue.