It is totally illogical and fanciful to interpret 1 Thess. 4:17 in that way! What supporting evidence do you have to make you think that is the correct interpretation? What other verses use the words 'air' and 'clouds' in the same manner?
The word 'air' only occurs 11 times in the whole Bible, so it is quick and easy to see that none of those occurrences of the word 'air' can be interpreted to mean "The Holy Spirit". Likewise I can't spot any verses using the word cloud or clouds where it could be interpreted as "His majesty". You're deluding yourself.
As Tommy Cool said,
and all Scripture is given by the inspiration of God (2 Timothy 3:16, WEB: "Every Scripture is God-breathed"). What did the two angels say at Jesus' ascension? Acts 1:11 (WEB):
(11) ... “You men of Galilee, why do you stand looking into the sky? This Jesus, who was received up from you into the sky, will come back in the same way as you saw him going into the sky.”
The disciples saw Jesus rising up into the sky. When he returns for the Church, his bride, he will in the same manner descend from the sky, and the resurrected and those alive "will be caught up together with them in the clouds, to meet the Lord in the air".
Matthew 26:64 (WEB):
(64) Jesus said to him, “You have said it. Nevertheless, I tell you, after this you will see the Son of Man sitting at the right hand of Power, and coming on the clouds of the sky.”