Will Elijah return before the final judgement?

Jhaverde is correct.

Paul saying All of these die doesn't include Enoch since Paul said several verses prior that Enoch did not experience death. Plus, there are several references to Enoch pseudepigraphal texts that refer to Enoch being taken or removed from the earth. Noah knee his grandfather was taken from the earth.

To understand this, you must understand what Elijah's mission was, what he did and also what John the Baptist did as Jesus said:

“Assuredly, I say to you, among those born of women there has not risen one greater than John the Baptist; but he who is least in the kingdom of heaven is greater than he. And from the days of John the Baptist until now the kingdom of heaven suffers violence, and the violent take it by force. For all the prophets and the law prophesied until John. And if you are willing to receive it, he is Elijah who is to come. He who has ears to hear, let him hear!"

Matthew 11:11-14

John the Baptist was not the same Elijah, but He carried out Elijah's mission and purpose. In the same way, there will be an Elijah in the last days.

Behold, I will send you Elijah the prophet before the coming of the great and dreadful day of the Lord: and he shall turn the heart of the fathers to the children, and the heart of the children to their fathers, lest I come and smite the earth with a curse. Malachi 4:5, 6.

The closing words of Malachi are a prophecy regarding the work that should be done preparatory to the first and the second advent of Christ. Those who are to prepare the way for the second coming of Christ are represented by faithful Elijah, as John came in the spirit of Elijah to prepare the way for Christ’s first advent. Our message must be as direct as was that of John. He rebuked kings for their iniquity. Notwithstanding the peril his life was in, he never allowed truth to languish on his lips.... In this time of well-nigh universal apostasy, God calls upon His messengers to proclaim His law in the spirit and power of Elias. As John the Baptist, in preparing a people for Christ’s first advent, called their attention to the Ten Commandments, so we are to give, with no uncertain sound, the message: “Fear God, and give glory to him; for the hour of his judgment is come.” With the earnestness that characterized Elijah the prophet and John the Baptist, we are to strive to prepare the way for Christ’s second advent. The hour of God’s judgment has come, and upon the members of His church on earth rests the solemn responsibility of giving warning to those who are standing as it were on the very brink of eternal ruin. All can do something in the work. None will be pronounced guiltless before God unless they have worked earnestly and unselfishly for the salvation of souls. Your duty cannot be shifted upon another. No one but yourself can do your work. If you withhold your light, someone must be left in darkness through your neglect. The Lord has a place for everyone in His great plan.

The Faith I live By, P. 290

Some theologians believe that Enoch and Elijah will come back again as the Two Witnesses of Revelation 11:1-12. According to Hebrews 9:27 all men must die once, or at least once. Since Enoch and Elijah are the only two people who have not face death yet, excluding those people at the Rapture (1 Corinthians 15:51-53), some theologians believe that they are reserved to die at the end times (source).

If this is true, then Elijah must return before the final judgement. Apparently, Elijah and Enoch are now in Heaven or somewhere else, waiting for their time to return to earth at the time of the Antichrist, to be a witness of Christ to the Jews and all nations, to be killed in Jerusalem by the Antichrist, and to be raised again by God after 3 days.

John the Baptist was Elijah. But "spiritually." This was confirmed by Jesus Christ in Matthew 17 and by the angel in Luke 1.

Matthew 17:9-13 (NIV)- "As they were coming down the mountain, Jesus instructed them, “Don’t tell anyone what you have seen, until the Son of Man has been raised from the dead.” The disciples asked him, “Why then do the teachers of the law say that Elijah must come first?” Jesus replied, “To be sure, Elijah comes and will restore all things. But I tell you, Elijah has already come, and they did not recognize him, but have done to him everything they wished. In the same way the Son of Man is going to suffer at their hands.” Then the disciples understood that he was talking to them about John the Baptist.

Luke 1:11-17(NIV)- "Then an angel of the Lord appeared to him, standing at the right side of the altar of incense. When Zechariah saw him, he was startled and was gripped with fear. But the angel said to him: “Do not be afraid, Zechariah; your prayer has been heard. Your wife Elizabeth will bear you a son, and you are to call him John. He will be a joy and delight to you, and many will rejoice because of his birth, for he will be great in the sight of the Lord. He is never to take wine or other fermented drink, and he will be filled with the Holy Spirit even before he is born. He will bring back many of the people of Israel to the Lord their God. And he will go on before the Lord, in the spirit and power of Elijah, to turn the hearts of the parents to their children and the disobedient to the wisdom of the righteous—to make ready a people prepared for the Lord.”

All prophecies concerning Elijah was fulfilled through John the Baptist.

It's really very simple. John was not Elijah by name or body, but the flesh profits nothing; he had the spirit of Elijah. Thus, literally he was and was not Elijah. Malachi 4 is speaking of John the Baptist only in the biblical phenomenon sense of dual prophetic fulfillment. The context of the chapter is actually about the time just before the great and terrible Day of the Lord, when the faithful are joyful and the persecutors are "ashes" under their feet. In conclusion, there are two advents of Elijah to prepare the way for two advents of Messiah. We know this is true because the hearts of Jews have not been turned back to the messianic faiths of their fathers. If they studied prophecy of Scripture half as much as the mysticism of Kaballa or rabbinical interpretations in Mishnah, they would not need Elijah. Yet they teach in Judaism that Elijah must come and resolve all exegetical arguments.

The way a Christian can know that there are two comings of Elijah is by the passage attributed in Isaiah about preparing the way of the Lord. In that passage the Lord tells Elijah to "Comfort my people," because Jerusalem had already received "double" for her sins. John did not preach comfort, but that the axe was already laid at the root of the tree. Only after John was beheaded was Jerusalem destroyed a second time (i.e., twice) by the 10th Legion of Titus c. 68-70 A.D. Therefore, the end-time Elijah will be one who turns hearts to Messiah and comforts them with reassurance of salvation as the nations threaten to destroy the Jewish nation for possession of Jerusalem- or, more specifically, a Muslim capital of Jerusalem. So Elijah will be born again, if you are able to receive the truth of what this means. He and Moses will witness in Jerusalem during a troubling time and be killed and left in the streets. Then the Messiah will come and save the nation from the armies united against it. The city will not be completely destroyed for a third time. (N.B. The first time was by Nebuchadnezzar of the Babylonian Empire c. 586 B.C.)

Understanding these things, we can expect a great awakening among Jews and a restoration of all truths of creation. If Elijah is not heard when he appears, the warning is not a "curse" of the land; it is properly interpreted "lest I strike the earth with utter destruction."

According to some religions Malachi is speaking literally about Elijah coming to the Earth.

Some Jewish sects believe that Elijah would come before the Second Coming and Wikipedia states that:

In the Talmudic literature, Elijah would visit rabbis to help solve particularly
difficult legal problems. Malachi had cited Elijah as the harbinger of the eschaton.
Thus, when confronted with reconciling impossibly conflicting laws or rituals, the 
rabbis would set aside any decision “until Elijah comes.”  

http://en.wikipedia.org/wiki/Elijah#Elijah.27s_cup

The references you used in Mark do support this Jewish belief.

In Latter-day Saint/Mormon theology, Elijah has already come. In section 110 of The Doctrine and Covenants, which the LDS Church accepts as scripture, Elijah appeared to Joseph Smith and Oliver Cowdery in the Kirtland, Ohio temple on April 3, 1836.
http://prophetjosephsmith.org/files/2008/08/elijah-kirtland-temple-mormon.jpg

Doctrine and Covenants 110:13-16 :

13 After this vision had closed, another great and glorious vision burst upon us; 
for Elijah the prophet, who was taken to heaven without tasting death, stood before 
us, and said:
14 Behold, the time has fully come, which was spoken of by the mouth of Malachi
—testifying that he [Elijah] should be sent, before the great and dreadful day of 
the Lord come—
15 To turn the hearts of the fathers to the children, and the children to the
fathers, lest the whole earth be smitten with a curse—
16 Therefore, the keys of this dispensation are committed into your hands; and by 
this ye may know that the great and dreadful day of the Lord is near, even at the doors.

They believe this appearance restored the same sealing keys that Christ referenced when speaking to Peter:

Matthew 16:19 :

19 And I will give unto thee the keys of the kingdom of heaven: and whatsoever thou
shalt bind on earth shall be bound in heaven: and whatsoever thou shalt loose on 
earth shall be loosed in heaven.

These same keys are the reason that the LDS Church builds temples and focuses so much on genealogy/family history. They believe that through the sealing keys brought by Elijah they can be with their families forever.

As far as the transfiguration is concerned in Matthew 17, that is not a "coming", just as in Acts 9 when Christ appears to Paul. This is not considered the Second Coming by Christianity.

Hope that helps.

(all references from the King James Version)

In Matthew 11:13-14 Jesus says John the Baptist is "the Elijah who was to come" before the Messiah.