Separating scripture from the immediate surrounding verses will cause confusion. Heb. 1:6 is linked to Heb. 1:4 and through Heb. 1:8.
"4 Being made so much better than the angels, as he hath by inheritance obtained a more excellent name than they." (KJV)
A comparison begins in vs. 4, comparing the glory of Christ to any other "angel" / messenger of God.
"5 For unto which of the angels said he at any time, Thou art my Son, this day have I begotten thee? And again, I will be to him a Father, and he shall be to me a Son?
6 And again, when he bringeth in the firstbegotten into the world, he saith, And let all the angels of God worship him." (KJV)
The question begins in vs. 5. With each "again" the Holy Spirit was referring back to the original form of the question... "unto which of the angels said he at any time". If we paraphrase, then the meaning reads as:
For unto which of the angels said he at any time, Thou art my son...? [For unto which of the angels said he at any time] I will be to him a Father....? [For unto which of the angels said he at any time] ...Let all the angels worship him.
When did the Father say any of those three things to any of the other angels/ messengers. With the understanding of the definition of the Gr. "angelos" as messengers, we should consider that the use in vs. 5 & 6 may also include the earthly messengers of the prophets, priests, and judges of the OT. This is not limited to just the heavenly messengers.
The use of "again" in vs. 6 links back to the use in vs. 5. It is not speaking of the timing of Christ's return. The intent is to distinguish the Messenger / Word of God, the Angel of the Lord (OT) from every other "son" of God.
Strong's Gr. 4416, "protokos" as first-born, eldest, and ...
"(from 4413 /prṓtos, "first, pre-eminent" and 5088 /tíktō, "bring forth") – properly, first in time (Mt 1:25; Lk 2:7); hence, pre-eminent (Col 1:15; Rev 1:5). " Source: Biblehub
Thayer's Gr. Lexicon has:
"... In the same sense, apparently, he is called simply ὁ πρωτότοκος, Hebrews 1:6; πρωτότοκος ἐκ τῶν νεκρῶν, the first of the dead who was raised to life, Colossians 1:18; also τῶν νεκρῶν (partitive genitive), Revelation 1:5 (Rec. inserts ἐκ); πρωτότοκος ἐν πολλοῖς ἀδελφοῖς, who was the Son of God long before those who by his agency and merits are exalted to the nature and dignity of sons of God, with the added suggestion of the supreme rank by which he excels these other sons (cf. Psalm 88:28 (); Exodus 4:22; Jeremiah 38:9 (), Romans 8:29;..." Source: Ibid.
Each use of "again" in Heb. 1:5-8 is referring back to the original statement "For to which of the angels / messengers..."
Heb. 1:6 was not referring to the "second appearance" of Christ. However, Heb. 1:1-3 is a very large clue to consider the time of Christ's return, and as this question has attempted to bring that up through a misapplication of the word "again" from vs. 6, it is appropriate to point out the timing in the first three vs. of this chapter.
"God, who at sundry times and in divers manners spake in time past unto the fathers by the prophets,
2 Hath in these last days spoken unto us by his Son, whom he hath appointed heir of all things, by whom also he made the worlds;
3 Who being the brightness of his glory, and the express image of his person, and upholding all things by the word of his power, when he had by himself purged our sins, sat down on the right hand of the Majesty on high:" (KJV)
Heb.1:1 introduces the method of communication between God and man in times past.
Heb. 1:2 states that the communication between God and man came through Jesus (Yeshua) who "spoke" - past tense - "unto us" in "these last days". The way, the who, and the when. Through Christ in His manifestation on earth, to them.. to those living in the first century AD, during their generation, during their lifetime which the Holy Spirit called "these last days".
Heb. 1:3 "...when he had by himself purged our sins...." He purged our sins at the cross in that generation approx. 30-31 AD, during their lifetime, and that is when He sat down at the right hand of the Father.
When were the last days? A=B=C. He spoke to them in "these last days" and He spoke to them in the first century AD. Therefore, the first century AD were the last days!
The last days were those days during which Christ spoke directly to them, during the time in which HE was sacrificed as the Lamb slain, and during the time in which He sat down at the right hand of the Father. All of that occurred in the first century AD.
We are not living in the last days. They were. Every present tense verb, every future tense verb, every demonstrative "this" age, and "this generation" was their present tense, their future, and their age, their time.
"since it had behoved him many times to suffer from the foundation of the world, but now once, at the full end of the ages, for putting away of sin through his sacrifice, he hath been manifested;" (Heb. 9:26, KJV)
Hebrews told us which age was ending, the age in which the writers of the books and letters of the NT all point to.... the Mosaic age (Heb. 8:13). The last days were the days that would end the Mosaic sacrificial temple worship system, and those were the days in which Christ was manifested, was sacrificed and would return to finish and completely fill up that Mosaic temple in Jerusalem.
The last days were never discussing the end of the physical world, nor the end of time.
His return was to them, to those living in those last days of that end of the Mosaic age in order to destroy Jerusalem (Ezek. 22:20-22), and that temple which had become profane once He was the last sacrifice that would ever be needed.
Today, we are living in the Messianic age, the Christian age which has no end (Isa. 45:17; Eph. 3:21). As we read and study the NT today, we are not living in the "last days". They were. His second appearance was promised to them (Heb. 9:28), to those who had seen Him, touched Him, and spoke with Him directly (Heb.1:1-3). They were the only generation that had seen His first appearance, and they were the only ones who could therefore see Him a second time.
Now, today, almost 2,000 years later, we have to read the scriptures with first audience perspective. "This age" and "these last days" belong to them, to those of the first century AD. And His second return was not His second coming in judgment, as a "coming of the Lord" happened many times before in the OT. (See "The Days of His Visitation" here)
This is all discussed at my blog in the ten parts of It's Not The End of The World beginning at ShreddinTheVeil.