What are the messages behind Mahler’s last three symphonies?

OP clarified in comments that he meant {7, 8, 9}; but of course this could be any of {8, 9, 10}, or {8, Lied von der Erde, 9}, or {Lied von der Erde, 9, 10}. Any of those are legit.

The real grouping of symphonies that go together is {Lied von der Erde, 9, 10}. But I still don’t grok the 10th (which really does jump into the unknown with its tonality). And the Lied… yes, yes, the Abschied is sublime, and I actually like Li Po/Li Bai’s poems independently, but the rest of it doesn’t really work for me either.

So I’m going to choose to answer {7, 8, 9} after all.

• 7th
• 1st movt: The hero struggles against fate. (Yes, again. It’s a recurring theme for a reason.)
• 2nd: Wistful, distant horn calls, a little bit of grotesquerie in the background.
• 3rd: The night is dark and full of terrors.
• 4th: The night is urbane and fun.
• 5th: We will all. Have. Fun. With a Straussian rondo. Fun. That is what we will have.
• 8th
• 1st movt: Big cosmic Mass. Not really about Christianity at all (the mention of Christ in the hymn is rushed through), but certainly about awe and mystery and might.
• 2nd movt: It’s about what the ending of Goethe’s Faust is about. Redemption and the Eternal Feminine. Scene-painting, and (mostly) awe.
• 9th
• 1st movt: Farewell. Struggle. Exhaustion. Lamentation. Reconciliation. Transfiguration.
• 2nd: Dance as a dialectic of the world: the simple, plodding, but contented Ländler vs the sophisticated, vital, but self-destructive Waltz. With the Trio doing more wistful farewell, and the whole thing ending in a “My God, Why hast thou forsaken me”.
• 3rd: Anger, counterpoint tearing itself apart. With a flashforward to the redemption in the 4th movement.
• 4th: Death, as a slowly sinking, soulful hymn, with a countertheme of one last struggle back. Dying away, very slowly and heart-breakingly.