It was a surprise to almost every Jew that the Messiah was to come twice. Even Jesus’ disciples were confused about this, right up until the time he went to heaven (Acts 1:6). So any indications in the Old Testament are not going to be obvious.
Probably the main indication in the Old Testament was that the Messiah would be both a great king who would reign forever and would suffer and die. This suggests two very different aspects of his role, and may indicate two comings. For example, Isaiah 52:13-14 describes both the glory and the suffering of Jesus:
Behold, my servant shall act wisely; he shall be high and lifted up, and shall be exalted. As many were astonished at you– his appearance was so marred, beyond human semblance, and his form beyond that of the children of mankind–
Another indication may be the Seventy Weeks prophecy in Daniel 9:
Seventy weeks are decreed about your people and your holy city, to finish the transgression, to put an end to sin, and to atone for iniquity, to bring in everlasting righteousness, to seal both vision and prophet, and to anoint a most holy place. Know therefore and understand that from the going out of the word to restore and build Jerusalem to the coming of an anointed one, a prince, there shall be seven weeks. Then for sixty-two weeks it shall be built again with squares and moat, but in a troubled time. And after the sixty-two weeks, an anointed one shall be cut off and shall have nothing. And the people of the prince who is to come shall destroy the city and the sanctuary. Its end shall come with a flood, and to the end there shall be war. Desolations are decreed. And he shall make a strong covenant with many for one week, and for half of the week he shall put an end to sacrifice and offering. And on the wing of abominations shall come one who makes desolate, until the decreed end is poured out on the desolator. (Dan 9:24-26)
While some of this is hard to interpret, it does speak of an “anointed one” (Messiah) coming, being cut off, and later overthrowing the enemies of God. So there appear to be two “comings” described.
If anyone can think of additional prophecies, please add them in the comments.