Both Matthew and Jesus refer to the sign of Jesus’ coming as a sign event, something people will see in heaven:
Now as He sat on the Mount of Olives, the disciples came to Him privately, saying, “Tell us, when will these things be? And what will be the sign (4592 σημεῖον semeion) of Your coming, and of the end of the age?” (Matt. 24:3 NKJ)
“Then the sign (4592 σημεῖον semeion) of the Son of Man will appear in heaven, and then all the tribes of the earth will mourn, and they will see the Son of Man coming on the clouds of heaven with power and great glory. (Matt. 24:30 NKJ)
4592 σημεῖον semeion
Meaning: 1) a sign, mark, token 1a) that by which a person or a thing is distinguished from others and is known 1b) a sign, prodigy, portent, i.e. an unusual occurrence, transcending the common course of nature 1b1) of signs portending remarkable events soon to happen.-Strong’s Concordance, copied from BibleWorks 10.0
According to a first century text (Didache or Teaching of the Twelve Apostles) the sign of Jesus’ coming would be an opening in the sky:
And then the signs of the truth shall appear: first, a sign of an opening in heaven; then a sign of the sound of a trumpet; and the third sign, the resurrection of the dead. Now, not all of the dead but as was said, the Lord shall come and all the holy ones with him. Then the world will see the Lord coming upon the clouds of heaven.-Brannan, R. (Trans.). (2012). The Apostolic Fathers in English. Bellingham, WA: Lexham Press.
That Christ and His Holy Myriads (Jude 1:14) enter our realm through an opening in the sky is confirmed in the book of Revelation:
11 Now I saw heaven opened, and behold, a white horse. And He who sat on him was called Faithful and True, and in righteousness He judges and makes war.
12 His eyes were like a flame of fire, and on His head were many crowns. He had a name written that no one knew except Himself.
13 He was clothed with a robe dipped in blood, and His name is called The Word of God.
14 And the armies in heaven, clothed in fine linen, white and clean, followed Him on white horses. (Rev. 19:11-14 NKJ)
At some point lightning will flash in the heavens around this opening:
“For as the lightning comes from the east and flashes to the west, so also will the coming of the Son of Man be. (Matt. 24:27 NKJ)
Therefore, the overwhelming mass of irrefutable evidence is the “sign of Jesus’ coming” will be a separate and distinct event in heaven that everyone will see, and its likely an opening into our dimension, a portal in the sky. This sign is clearly an event separate and distinct from our LORD’s coming itself.