Jacob wrestled with a stranger all night but neither prevailed. What special thing did the stranger do to defeat Jacob?

The stranger touched the hollow of his thigh(hip) putting it out of joint. The stranger was later revealed to be God in human form.

Source: Genesis 32:24-30

What parable involved a stranger helping a gravely injured man?

The parable of the Good Samaritan. It is found in the Gospel of Luke.

Source: Luke 10:30-37

In Malachi what did God say the nation of Israel was doing to the stranger?

They were not giving them their rights (to hospitality). Jews were obligated to show hospitality to strangers.

Source: Malachi 3:5

Who first uttered the phrase “I have been a stranger in a strange land”?

Moses uttered it when he named his first born son.

Source: Exodus 2:22

Who did God first tell about the Egyptian captivity of the nation of Israel?

God told Abraham in Genesis when he gave him the promised land.

Source: Genesis 15:13