Do any prominent theologians point to Old Testament prophecies of there being two comings of the Messiah? Christians believe there will be a second coming of Christ. They believe he will then fulfill many prophecies of the New Testament, as well as all the Old Testament messianic prophecies he left unfulfilled in his first coming.

Jews, however, often say that the second coming is merely a convenient device allowing a false messianic claimant to leave prophecies unfulfilled and claim they'll be fulfilled "later."

Christians have an answer to this. They say that the Messiah in the Old Testament is a man of tensions, familiar with contradiction. Would the messiah be a suffering servant or a conquering king? Some term these two groupings of prophecies "son of Joseph" (the first Joseph) and "son of David." Christians note that Jewish rabbis wrestled with how it could be possible for one man to fulfill such disparate sets of prophecies. They wrap up by saying that the fulfillment via two comings makes sense of it all -- first he comes as suffering servant then as conquering king.

But, Jews counter, why was there no explicit prophecy of that in the Old Testament? And that, my friends, is my question.

I'm looking for statements from prominent theologians/pastors/apologists throughout history which answer the question, "What passages speak of there being two comings of the messiah?" or "Why are there no prophecies speaking of two comings of the messiah?" with regard to the Old Testament.
The second century apologist Justin Martyr discussed the two comings in his Dialogue with the Jew Trypho. I'll give a chapter of it here and list a few chapter titles with a link to the entire text.

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CHAPTER XXXII -- TRYPHO OBJECTING THAT CHRIST IS DESCRIBED AS GLORIOUS BY DANIEL, JUSTIN DISTINGUISHES TWO ADVENTS.

And when I had ceased, Trypho said, "These and such like Scriptures, sir, compel us to wait for Him who, as Son of man, receives from the Ancient of days the everlasting kingdom. But this so-called Christ of yours was dishonourable and inglorious, so much so that the last curse contained in the law of God fell on him, for he was crucified."

Then I replied to him, "If, sirs, it were not said by the Scriptures which I have already quoted, that His form was inglorious, and His generation not declared, and that for His death the rich would suffer death, and with His stripes we should be healed, and that He would be led away like a sheep; and if I had not explained that there would be two advents of His,--one in which He was pierced by you; a second, when you shall know Him whom you have pierced, and your tribes shall mourn, each tribe by itself, the women apart, and the men apart, --then I must have been speaking dubious and obscure things. But now, by means of the contents of those Scriptures esteemed holy and prophetic amongst you, I attempt to prove all [that I have adduced], in the hope that some one of you may be found to be of that remnant which has been left by the grace of the Lord of Sabaoth for the eternal salvation. In order, therefore, that the matter inquired into may be plainer to you, I will mention to you other words also spoken by the blessed David, from which you will perceive that the Lord is called the Christ by the Holy Spirit of prophecy; and that the Lord, the Father of all, has brought Him again from the earth, setting Him at His own right hand, until He makes His enemies His footstool; which indeed happens from the time that our Lord Jesus Christ ascended to heaven, after He rose again from the dead, the times now running on to their consummation; and he whom Daniel foretells would have dominion for a time, and times, and an half, is even already at the door, about to speak blasphemous and daring things against the Most High. But you, being ignorant of how long he will have dominion, hold another opinion. For you interpret the 'time' as being a hundred years. But if this is so, the man of sin must, at the shortest, reign three hundred and fifty years, in order that we may compute that which is said by the holy Daniel--'and times'--to be two times only. All this I have said to you in digression, in order that you at length may be persuaded of what has been declared against you by God, that you are foolish sons; and of this, 'Therefore, behold, I will proceed to take away this people, and shall take them away; and I will strip the wise of their wisdom, and will hide the understanding of their prudent men;' [Isa. xxix. 14.] and may cease to deceive yourselves and those who hear you, and may learn of us, who have been taught wisdom by the grace of Christ. The words, then, which were spoken by David, are these: 'The [Ps. cx.] Lord said unto My Lord, Sit Thou at My right hand, until I make Thine enemies Thy footstool. The Lord shall send the rod of Thy strength out of Sion: rule Thou also in the midst of Thine enemies. With Thee shall be, in the day, the chief of Thy power, in the beauties of Thy saints. From the womb, before the morning star, have I begotten Thee. The Lord hath sworn, and will not repent: Thou art a priest for ever after the order of Melchizedek. The Lord is at Thy right hand: He has crushed kings in the day of His wrath: He shall judge among the heathen, He shall fill [with] the dead bodies. He shall drink of the brook in the way; therefore shall He lift up the head.'

CHAPTER XXXIII -- PS, CX. IS NOT SPOKEN OF HEZEKIAH. HE PROVES THAT CHRIST WAS FIRST HUMBLE, THEN SHALL BE GLORIOUS.

CHAPTER XXXIV -- NOR DOES PS. LXXII. APPLY TO SOLOMON, WHOSE FAULTS CHRISTIANS SHUDDER AT.

CHAPTER XLIX -- TO THOSE WHO OBJECT THAT ELIJAH HAS NOT YET COME, HE REPLIES THAT HE IS THE PRECURSOR OF THE FIRST ADVENT.

CHAPTER LII -- JACOB PREDICTED TWO ADVENTS OF CHRIST.

CHAPTER CX -- A PORTION OF THE PROPHECY ALREADY FULFILLED IN THE CHRISTIANS: THE REST SHALL BE FULFILLED AT THE SECOND ADVENT.

CHAPTER CXI -- THE TWO ADVENTS WERE SIGNIFIED BY THE TWO GOATS. OTHER FIGURES OF THE FIRST ADVENT, IN WHICH THE GENTILES ARE FREED BY THE BLOOD OF CHRIST.''

http://www.earlychristianwritings.com/text/justinmartyr-dialoguetrypho.html