It is likely that on the very day that all the evil nations come against Jerusalem and Judah to destroy them (Zech. 12:2-4), that that will be the day when Jesus Christ will come in the clouds of glory. He will come to rescue all of His believers (Jews and Gentiles) and to bring judgment on all unbelievers. Yes, He will come triumphantly in the clouds of glory (possibly the Shekina glory), riding on a white horse with heavenly armies and angels following Him on white horses.

And when He appears in the sky every eye will see Him; and most people will mourn with guilt over their sins—without repentance. But those of the house of David (the Jews), they will also mourn, but with repentance (Zech. 12:10-14); and so, they will be saved. And He will fight for all Israel, both for those in the wilderness and also for those who are yet alive in Jerusalem.

His purpose for coming is clear. He comes to judge and destroy all evil. He will cast the beast and the false prophet into the lake of fire (Rev. 19:20); He will kill the rest of the unbelievers at Armageddon with the sword; and later He will gather all nations together (all gentiles that are still alive), and judge them for how they treated His people (Matt. 25:31-46).

His purpose is also to set up His throne on earth—the throne of David. And He will rule on His throne and over His kingdom with His saints. And in His kingdom He will determine that His covenant program with Israel be fulfilled.