The answer is: Elijah

Mark 15:35

In Mark 15, when Jesus was on the cross crying out, “Eloi, Eloi, lama sabachthani?” which translates to “My God, my God, why have you forsaken me?”, the bystanders were taken aback. They puzzled over His reference to Elijah, as some thought He was calling for the great prophet. This helps illuminate a couple of intriguing layers to the story.

First, Elijah was a figure associated with miraculous events and God’s direct intervention in Israel's struggles—a person that many believed would return in times of distress. This thought made sense to those witnessing Jesus' anguished cries, connecting Him to the potently revered legacy of prophetic rescue.

Interestingly, this moment parallels earlier depictions in the Gospels where Jesus hinted at His own prophetic and fulfilling role — where He was not only absorbing the pain of the world but linking Himself to those pivotal narratives of Jewish history. This brings us to a fun connection: the prophet Malachi (4:5) foretold that Elijah would return before the “great and terrible day of the Lord.” So, interpreting Jesus's cry in that light hints the bystanders caught a fragment of a deeper truth they might not have understood entirely.

The interpretation of Jesus' words here creates a fascinating profile of how layered His identity was viewed and the bustling conversations around Him, eerily lively in the midst of tumultuous times! In history, claiming prophetic authority is an old theme, showing that people often meditate upon who indeed it is that brings forth hope in desperate hours.