Disclaimer: I don't speak for any sect.
When Jesus return c. 70 AD/CE with his raptured elect from the Northern Kingdom aka Israel, it was to fight against Jerusalem:
[Eze 37:7-10 NASB20]  So I prophesied as I was commanded; and as I prophesied, there was a [loud] noise, and behold, a rattling; and the bones came together, bone to its bone.  And I looked, and behold, tendons were on them, and flesh grew and skin covered them; but there was no breath in them.  Then He said to me, "Prophesy to the breath, prophesy, son of man, and say to the breath, 'The Lord GOD says this: "Come from the four winds, breath, and breathe on these slain, so that they come to life."'"  So I prophesied as He commanded me, and the breath entered them, and they came to life and stood on their feet, an exceedingly great army.
Now I know that many today question the rapture, but how else could Jesus return with ten thousands of his saint? Where would they come from?:
[Jde 1:11-15 NASB20]  Woe to them! For they have gone the way of Cain, and for pay they have given themselves up to the error of Balaam, and perished in the rebellion of Korah.  These are the ones who are hidden reefs in your love feasts when they feast with you without fear, [like shepherds] caring [only] for themselves; clouds without water, carried along by winds; autumn trees without fruit, doubly dead, uprooted;  wild waves of the sea, churning up their own shameful deeds like [dirty] foam; wandering stars, for whom the gloom of darkness has been reserved forever.  [It was] also about these people [that] Enoch, [in the] seventh [generation] from Adam, prophesied, saying, "Behold, the Lord has come with many thousands of His holy ones,  to execute judgment upon all, and to convict all the ungodly of all their ungodly deeds which they have done in an ungodly way, and of all the harsh things which ungodly sinners have spoken against Him."
The place of burning and gnashing of teeth is reference to the fact that the Roman armies prevented any escape from Jerusalem during the siege, and then proceeded to hail flaming arrows over the wall and set the city on the fire. The only ones who escaped were those few that escaped just in time:
[Mat 24:16 NASB20]  then those who are in Judea must flee to the mountains.
[Mar 13:14 NASB20]  "Now when you see the ABOMINATION OF DESOLATION standing where it should not be--let the reader understand--then those who are in Judea must flee to the mountains.
[Luk 21:21 NASB20]  "Then those who are in Judea must flee to the mountains, and those who are inside the city must leave, and those who are in the country must not enter the city;
[Zec 14:1-5 NASB20]  Behold, a day is coming for the LORD when the spoils [taken from] you will be divided among you.  For I will gather all the nations against Jerusalem to battle, and the city will be taken, the houses plundered, the women raped, and half of the city exiled, but the rest of the people will not be eliminated from the city.  Then the LORD will go forth and fight against those nations, as when He fights on a day of battle.  On that day His feet will stand on the Mount of Olives, which is in front of Jerusalem on the east; and the Mount of Olives will be split in its middle from east to west [forming] a very large valley. Half of the mountain will move toward the north, and the other half toward the south.  And you will flee by the valley of My mountains, for the valley of the mountains will reach to Azel; yes, you will flee just as you fled from the earthquake in the days of Uzziah king of Judah. Then the LORD, my God, will come, [and] all the holy ones with Him!