You are correct that there are two comings prophesied in the OT - which has in part been the stumbling block for the Jews. Some Jews even now believe that there are possibly two Messiah's - one for the Christian...Messiah ben Joseph - the suffering servant and one for the Jews...Messiah ben David - the conquering king!
As for that middle coming - I have to disagree with that one as there is not sufficient scriptural support for this. This is a must though, if you hold to a pre-trib rapture position.
The bible clearly states that at the "last trump" Christ will return to gather His people to Himself. 1 Cor 15:51-52