In the Talmud, you can see how the Rabbis tried to harmonize some of the prophesies of the Old Testament, including Palm Sunday. They did not understand the two comings:

R. Alexandri said: R. Joshua b. Levi pointed out a contradiction. it is written, in its time [will the Messiah come], whilst it is also written, I [the Lord] will hasten it!  — if they are worthy, I will hasten it: if not, [he will come] at the due time. R. Alexandri said: R. Joshua opposed two verses: it is written, And behold, one like the son of man came with the clouds of heaven whilst [elsewhere] it is written, [behold, thy king cometh unto thee … ] lowly, and riding upon an donkey!  — if they are meritorious, [he will come] with the clouds of heaven;  if not, lowly and riding upon an donkey. King Shapur [I] said to Samuel, 'Ye maintain that the Messiah will come upon an donkey: I will rather send him a white horse of mine.' Babylonian Talmud: Tractate Sanhedrin Folio 98a