The third coming is seldom mentioned, as such. It occurs after the 1000 years (the millennium) when Yahushua returns to Earth with the Holy City, in the final act of the Great Controversy.

In the first coming, Yahweh was manifested by His proxy, the Son or the Word, as the Good Shepherd. In the second coming He is the King. The third coming will finally and eventually manifest, not by proxy, but as Himself, the loving Father. Not a humble, lowly shepherd, not a powerful reigning King, but an All-Loving Father. The first part of this third manifestation will be led by the Son, who will ultimately, retreat, giving all to the Father, who will then be all in all (1 Corinthians 15:28).

Only the truly "elect" could recognize the Heavenly Father in the form of a humble Shepherd, the first manifestation.

The third coming will result in the third Judgment resurrection. Those resurrected in the third resurrection, the remainder, the wheat (foolish virgins) and the grapes (the heathens, the liars, the murderers, the atheists, the enemies) could not recognize the manifestation of the humble Shepherd. Instead, they are resurrected to the judgment of damnation and the "lake of fire" according to their works. They will recognize the POWER of the King. This POWER will JUDGE them according to their works.

Marvel not at this: for the hour is coming, in the which all that are in the graves shall hear his voice, And shall come forth; they that have done good, unto the resurrection of life; and they that have done evil, unto the resurrection of damnation. John 5:28-29

And I saw the dead, small and great, stand before God; and the books were opened: and another book was opened, which is the book of life: and the dead were judged out of those things which were written in the books, according to their works. Revelation 20:12

These will never go to Heaven because Heaven is no longer "there". It came down to Earth as the Holy City. That doesn't mean they will never be saved. Eventually, after the judgment, Yahweh will manifest His True self as the Loving Father. We will study that after a couple more pages.