Just saw this post a week after you made it. Sorry.
I lean pre-millennial regarding the Rapture of the Church, however, I think it prudent to be prepared in case we have to go through the Tribulation. But as to whether Jesus will physically return before the Millennial Kingdom, He has to because He shortens the days of the Tribulation otherwise no flesh would survive...meaning He returns and establishes His 1000 year reign. Basically, He descends from Heaven and ends the Battle of Armageddon destroying all who oppose Him with the Brightness of His Coming. The Antichrist and his False Prophet are cast into the Lake of Fire and Satan is bound for the duration of the Millennial Kingdom only to be released again tempting the nations to rebel against Jesus one last time.
What is your take?