HaShem commands Moshe to do ׳all wonders׳ which HaShem appointed in his hand before Pharaoh once he arrives in Egypt (Shemot 4:21), but despite all wonders - HaShem informs Moshe - Pharaoh will not let the people go because his heart is hardened.
I'm not sure but if 'all wonders' do not only refer to the miracles Moshe had to perform but to the plagues also then maybe the following context should be taken from another perspective;
Because the next couple of lines in which HaShem commands Moshe to tell Pharaoh that Israël is His first son, His first-born, which he should let go (in order) that Israël may serve Him.. and ends with the words and because you refused to let Israël go, behold, I will slay your son, your first-born seem to refer to the last plague after which the Pharaoh finally sent them away because of the strong hand of HaShem.
If this is true, then the next couple of lines could have happened not on the way from Midyan to Egypt, but occured before or after Moshe went to visit Pharaoh for the last time.
In this case it would be quite logical that the 'Angel of death' came to kill one of the sons of Moshe, because this Angel was on his way to kill all first born children in Egypt who where not part of the covenant. According to Bereshit 17:14 every uncircumcised male (from the Israelites) would be cut off from hus people. And even according to the commands of Pesach if one wants to come and do the Pesach he needs to be circumcised (Shemot 12:48).
Are there any commentaries which point to such a direction?