Exodus 5:2 - Joseph Benson’s Commentary on the Old and New Testaments

Who is the Lord, that I should obey his voice? I am the sovereign lord of Egypt, and I own no superior here. The Hebrew name Jehovah ought to have been retained in this and the preceding verse, and not to have been translated Lord. Thus saith Jehovah who is Jehovah I know not Jehovah. The Egyptians, it must be observed, and other nations were at this time sunk in idolatry, and knowing nothing of the true God, the possessor of heaven and earth, each nation had a god or gods of its own. Pharaoh, therefore, did not speak as an atheist, or mean that he knew nothing of any god whom he ought to obey; but he knew nothing of the God of the Hebrews, whom they termed Jehovah, imagining him to be like one of the gods of Egypt, or of some other country, a mere local deity, whom therefore it neither concerned him to know nor to obey. Now the train of miracles which followed were intended to teach Pharaoh and his people, that Jehovah was not only the God of the Hebrews, but of all the world, having an uncontrolled and sovereign power over universal nature.