Who does God vex in His sore displeasure, and what event is that?
God vexes the nations of the world and Israel in particular in His sore displeasure. This vexation is the tribulation, the seven-year period of God's wrath that follows Christ's crucifixion and ascension, before Christ returns to set up His Kingdom.
Les teaches that after Christ's crucifixion and ascension, the next event in the prophetic timeline is God's wrath and vexation. According to Psalms 2, God will vex them—that is, the nations of the world, and Israel in particular—in His sore displeasure. Les explains that this is the tribulation, the seven years of tribulation. Then Christ will come and set up His Kingdom, described as setting His King upon the holy hill of Zion. The church age is not mentioned in the Old Testament.
Then shall he speak unto them in his wrath, and vex them in his sore displeasure.