His wrath will come down on the day when He returns (Matt 24:35-39, Luke 17:26-37, 1 Thess 5:2-3, 2 Thess 1:7-9, 2 Peter 3:10-12, Rev 19:11-21)?
The wrath will begin when He returns, yes. But you have to take all the other scriptures into account as well.
Matthew 24:35-39 – "
Heaven and earth shall pass away, but my words shall not pass away. But of that day and hour knoweth no [man], no, not the angels of heaven, but my Father only. But as the days of Noe [were], so shall also the coming of the Son of man be. For as in the days that were before the flood they were eating and drinking, marrying and giving in marriage, until the day that Noe entered into the ark, And knew not until the flood came, and took them all away; so shall also the coming of the Son of man be."
Heaven and earth will pass away when everything else that must be accomplished is and His words will never pass away, amen! Yeshua will reign from Jerusalem for 1,000 years after defeating the armies at Armageddon. His return at that time shows the evidence of Him treading the winepress of the wrath of God prior to it. Revelation 19:13, Isaiah 63:1-6 That is the beginning of the day of the Lord.
Luke 17:26-37 – "
And as it was in the days of Noe, so shall it be also in the days of the Son of man. They did eat, they drank, they married wives, they were given in marriage, until the day that Noe entered into the ark, and the flood came, and destroyed them all.
Likewise also as it was in the days of Lot; they did eat, they drank, they bought, they sold, they planted, they builded; But the same day that Lot went out of Sodom it rained fire and brimstone from heaven, and destroyed [them] all.
Even thus shall it be in the day when the Son of man is revealed. In that day,
he which shall be upon the housetop, and his stuff in the house, let him not come down to take it away: and he that is in the field, let him likewise not return back. Remember Lot's wife. Whosoever shall seek to save his life shall lose it; and whosoever shall lose his life shall preserve it. I tell you, in that night there shall be two [men] in one bed; the one shall be taken, and the other shall be left. Two [women] shall be grinding together; the one shall be taken, and the other left. Two [men] shall be in the field; the one shall be taken, and the other left. And they answered and said unto him, Where, Lord? And he said unto them, Wheresoever the body [is], thither will the eagles be gathered together."
The days of Noah and Lot saw the righteous removed from the destination of God's wrath before it came. Noah and family above the global destruction and Lot and family away from the localized destruction. The wrath of God is coming on all them that dwell on the whole earth, so we will be removed before it comes, at the sixth seal when He returns to save faithful Israel out of the unparalleled time of Jacob's trouble in Judea as promised in Jeremiah 30:4-7, Daniel 12:1, Matthew 24:15-22, and Mark 13:14-20.
But note that the warning not to go back to your house to collect your stuff, that's tied to the abomination of desolation before the wrath of God comes and like Lot's wife looked back to the life she was losing in departing, so will people die if they don't just flee.
1 Thessalonians 5:2-3 – "For yourselves know perfectly that
the day of the Lord so cometh as a thief in the night. For when they shall say, Peace and safety; then sudden destruction cometh upon them, as travail upon a woman with child; and
they shall not escape."
Yes, this is the wrath of God, the sudden destruction that comes from the Almighty, that we are to escape. This is different from the wrath of the Dragon at the abomination of desolation that begins before God's wrath. Matthew 24:15-31
2 Thessalonians 1:7-9 – "And to
you who are troubled rest with us, when the Lord Jesus shall be revealed from heaven with his mighty angels, In flaming fire taking vengeance on them that know not God, and that obey not the gospel of our Lord Jesus Christ:
Who shall be punished with everlasting destruction from the presence of the Lord, and from the glory of his power;"
The rapture takes place when the Lord returns, that is the completion of our race we run and are caught up to Him to eternal rest in glorified bodies. That is also when He will take vengeance on the world not caught up to escape His wrath as promised. They will not only receive the wrath of God temporally, but ultimately upon death will be punished with everlasting destruction in hades until death and hell are cast into the lake of fire at the great white throne judgement, then they will be cast into the lake of fire forever to be punished there as well.
2 Peter 3:8-12 – "But, beloved,
be not ignorant of this one thing, that one day [is] with the Lord as a thousand years, and a thousand years as one day. The Lord is not slack concerning his promise, as some men count slackness; but is longsuffering to us-ward, not willing that any should perish, but that all should come to repentance.
But the day of the Lord will come as a thief in the night; in the which the heavens shall pass away with a great noise, and the elements shall melt with fervent heat, the earth also and the works that are therein shall be burned up. [Seeing] then [that] all these things shall be dissolved, what manner [of persons] ought ye to be in [all] holy conversation and godliness, Looking for and hasting unto the coming of the day of God, wherein the heavens being on fire shall be dissolved, and the elements shall melt with fervent heat?"
From the time of Yeshua's return until after the great white throne judgement will be a day known to the Lord that is like 1,000 years to us. It begins with God's wrath, continues with Yeshua's presence reigning on earth after His enemies are defeated, and ends with final judgement and the second death when death and hell are cast into the lake of fire. Then this heaven and earth are destroyed, the very elements melting with a fervent heat and a new heaven and earth are created in which we will live with Him forever.
Revelation 19:11-21 – "And I saw heaven opened, and behold a white horse; and
he that sat upon him [was] called Faithful and True, and in righteousness he doth judge and make war. His eyes [were] as a flame of fire, and on his head [were] many crowns; and he had a name written, that no man knew, but he himself. And
he [was] clothed with a vesture dipped in blood: and his name is called The Word of God. And
the armies [which were] in heaven followed him upon white horses, clothed in fine linen, white and clean. And
out of his mouth goeth a sharp sword, that with it he should smite the nations: and he shall rule them with a rod of iron: and
he treadeth the winepress of the fierceness and wrath of Almighty God. And he hath on [his] vesture and on his thigh a name written, KING OF KINGS, AND LORD OF LORDS. And I saw an angel standing in the sun; and he cried with a loud voice, saying to all the
fowls that fly in the midst of heaven, Come and gather yourselves together unto the supper of the great God; That ye may eat the flesh of kings, and the flesh of captains, and the flesh of mighty men, and the flesh of horses, and of them that sit on them, and the flesh of all [men, both] free and bond, both small and great. And I saw the beast, and the kings of the earth, and their armies, gathered together to make war against him that sat on the horse, and against his army.
And the beast was taken, and with him the false prophet that wrought miracles before him, with which he deceived them that had received the mark of the beast, and them that worshipped his image. These both were cast alive into a lake of fire burning with brimstone. And the remnant were slain with the sword of him that sat upon the horse, which [sword] proceeded out of his mouth: and all the fowls were filled with their flesh."
Yeshua has already begun treading the winepress of the wrath of God as evidenced by His return from heaven already splattered with the blood of His enemies. They weren't in heaven, so He must have been on earth carrying out the wrath prior to Armageddon. He is going to rule the nations that He's smiting with a rod of iron, meaning they aren't destroyed, they're ruled over as it states clearly.