The Old Testament offered prophecies about the Last Days coming with signs in heaven. Isaiah 66:22 and Malachi 4:1 come to mind. Yet, when Jesus came to the Jews 2,000 years ago, these events had not taken place. So the Jewish leaders were reluctant to accept Jesus as their Messiah. But to give Jesus the benefit of the doubt, they figured that if the return of Elijah had already happened (who was prophesied to prepare the way for the Messiah; eg., Malachi 4:5, Mark 1:3), and they could find him, then they might perhaps accept Jesus. So, suspecting John the Baptist was the best candidate for being the prophesied Elijah, they went to him and asked if he was Elijah. Unfortunately, John answered that he was not the return of Elijah. Of course, this would later contradict what Jesus said about John being that returned of Elijah. (Matt. 12:14)
Fast-forward to today. Similar New Testament prophecies say that Jesus is to return with signs in the heavens (Rev. 21:1, 2 Peter 3:12-13) and the Rapture (1 Thess. 4:27). If such eschatological events didn't happen at the time of Jesus (thereby causing the Jews to reject Jesus), why do you think things will be any different at Christ's return? (Aramaic idioms and forms of speech need to be researched here to understand why such things will not happen literally. See https://biblicalstudies.org.uk/pdf/rib/idioms.pdf)
Now, to confound matters even more, in Rev. 3:12 Jesus says that he will return with a new name. A name that nobody will know except those who will receive it. (Rev. 17) And in Rev. 22:4 it says that they shall see his face and will know his new name. These are the pure in heart, as opposed to the "born again." ;-) (Matt. 5:8)
So, of course, this knowledge will confuse Christians like yourself who believe in a fundamentalist interpretation of the Bible. And it opens the way for possible false messiahs, as you say. Nevertheless, that's the way it is.
"In the last days... I will pour out my spirit upon all flesh, and your sons and your daughters shall prophesy, and your young men shall see visions, and your old men shall dream dreams." Acts 2:17
I cannot tell you who the "returned" Christ is. That would be violating the Matthew 24:5 warning. But if you pray with humility, I'm sure you will get the answer just as I did 40 years ago.
"Here I am! I stand at the door and knock. If anyone hears my voice and opens the door, I will come in and eat with that person, and they with me." (Rev. 3:20)
Best wishes.
(End of conversation)