Jesus said so, that the Jews had confused the second/third advents with the first:
Joh_18:36 Jesus answered, My kingdom is not of this world: if my kingdom were of this world, then would my servants fight, that I should not be delivered to the Jews: but
now is my kingdom not from hence.
See Psalms 22.
Psa 22:1 To the chief Musician upon Aijeleth Shahar, A Psalm of David. My God, my God, why hast thou forsaken me? why art thou so far from helping me, and from the words of my roaring?
Zec_13:7 Awake, O sword, against my shepherd, and against the man that is my fellow, saith the LORD of hosts: smite the shepherd, and the sheep shall be scattered: and I will turn mine hand upon the little ones.
Isa 53:7 He was oppressed, and he was afflicted, yet he opened not his mouth: he is brought as a lamb to the slaughter, and as a sheep before her shearers is dumb, so he openeth not his mouth.
etc.