At the Glorious Appearing, Jesus comes WITH His Church. (Zech 14:5, Col 3:4, Jude 14, Rev 19:14)
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in reviewing these scriptures, this is talking about His ANGELS, not us. It interchanges saints with angels. But we know that as His saints on earth, we are NOT angels, meaning different beings altogether, are coming with Him.
And there are two different groups of "saints". There are the Christians who, since the death of Christ, have accepted Christ's atoning death on the cross as payment for their sins, have received His free gift of salvation, and are counted in the "Body of Christ", or His true Church.
Then there are those people, left behind on earth at the Rapture because at that time they did not know Christ as Savior. The Bible tells us that multitudes of these people will be saved during the Tribulation because of the work of the 144,000 Jews who are sealed by God and go throughout the earth spreading the Gospel. Those people are referred to as "Tribulation Saints" and the ones who survive the Tribulation without being killed by the Antichrist will be here on earth when Christ makes His bodily, physical return to earth with His raptured Church.
Those who were caught up in the Rapture are Christ's Church, not the angels, and will return with Him at the end of the Tribulation.