"Ça va mal finir" is given in the near future tense while "Ça finira mal" is further into the future. So, in the first sentence, the bad end is imminent, whereas in the second sentence, one knows that a bad end will be the final result, but it's still too far ahead in time to be "real". Moreover, the bad end could possibly be averted if the circumstances are changed.
This is, of course, how I would translate the difference between the two future tenses. IR + Infinitive verb = near future tense and the action will soon follow. Verb w/Future ending = more distant future, and the action will happen at a later time. My French is a bit rusty, but I think this is on track!
I hope this helps!
Best of luck!
Sweet Momma Sue