What did Moishe the Beadle try to warn the Jews of Sighet about? How did he know the danger? How did the Jews react?

Moishe the Beadle tried to warn the Jews of Sighet of impending doom. He understood that the Jews were in grave danger because of an important fact: no one from the first group of deportees survived the onslaught of bullets and the savagery of the Gestapo. Only Moishe survived. He was wounded in the leg and left for dead. Under those circumstances, the chances of surviving and making the long journey back to Sighet would have been a practical impossibility. Yet Moishe made it back.
Thus, Moishe concluded that his survival was a God-given miracle, designed for an important purpose. That purpose was to warn the Jews in Sighet of their impending danger. For their part, the Jews ignored all of Moishe's impassioned warnings. They refused to believe him, preferring to hold onto their preconceived notions about the war and its progression. Many perished in the coming holocaust.
The last we hear about Moishe is just before the Nazi proclamation that every Jew has to wear the yellow star. Upon hearing that the Jews in Sighet have also been banned from leaving their homes for three days, Moishe shouts, "I warned you."
We don't know Moishe's final fate, but we can see from the text that his words of warning were prescient.

In Chapter 1, Moishe the Beadle is expelled from the village of Sighet and crammed into a cattle car by the Hungarian police because he is a foreigner. After a few months had gone by, Moishe the Beadle returns to Sighet and explains to the villagers how he barely survived a massacre. He begins by telling the villagers that the Gestapo had driven the foreign Jews to a forest and ordered them to dig huge trenches. He then says that the Gestapo took aim and shot every Jew. Moishe mentions that the Gestapo were throwing infants in the air and shooting at them like targets. Moishe explains to Eliezer that he wanted to warn the Jews in Sighet about the horrors he had witnessed so that they could prepare to leave. However, Moishe weeps because nobody will listen to him. They think that he is lying and call him mad.