Quoting verses at random from various different books and compiling them into a weird, half-baked theory(that you're way too certain of) is not proper eschatology. This entire post was incredibly incoherent and I'd suggest you relax and go watch some Catholic videos on the subject before getting so worked up over it. 

Please fix your formatting next time, reading through that was painful.

"I believe we are in the period of the antichrist. Scripture shows that Jesus returns at the start of this period, and resides in the 'earths belly' aka the clouds, the period is 3.5 years."

You didn't cite any scripture. For one "Wherefore be you also ready, because at what hour you know not the Son of man will come." [Matthew 24:44] We don't know when Christ will return, but all the fathers and doctors unanimously teach that it will be after the Anti-Christ is slain.
I'm not sure where you're getting this "earth's belly" this from. Christ is in Heaven, that is de fide, that is the teaching of the Church. When He comes again, it is the final judgement, that's it. Not sure why you're referencing 3.5 years, that applies to many different things, but not Christ's return to judge mankind once and for all.

It is said in Daniel 12 (I think) that there will be no more sacrifice during this period, you could translate this as the sacrifice of the mass, but the Eucharist in scripture is usually referred to as the 'heavenly gift' rather than sacrifice for sins. If Jesus is here, he is not giving mercy

Two things. One, Jesus is not here on earth except in the Eucharist. If anyone tells you differently they're full of it and a complete heretic. Two, during the reign of the anti-Christ all public masses will completely cease, that is not the case today, we still have public mass, so we're not in the reign of the anti-Christ. If you want, you can read St. Robert Bellarmine's book on the Anti-Christ at Mediatrix Press which has been translated into English.

This whole period is referred to as "the day of the lord" it is signified when the moon turns blood red  and the stars fall from the sky - the day of the lord has been seen as the second coming, but in the old testament it corresponds with the antichrist movement.

Ok. Not sure why this is relevant.

He said the 'day of the lord' will come like a thief in the night, when everyone is merry making, etc.

There will be a brief interum period after the death of the anti-Christ, we don't know how long, but most doctors say a short-time, that's what this is referring to.

Jesus talks about "as Jonah was in the whale, I will be on the belly on the earth for 3 and a half (in the cloud). It makes out that Jesus will be in the clouds (sounds mad, but that is what scripture indicates) as he said 'those who survive will meet me in the clouds'

You need to cite scripture exactly to what verses you're referring to. I'm going to ignore the rest of the quotes cause they just seem like rambling to me.

Please help, I don't understand how the church teaches He comes only 'on the last day' as no scripture indicates this and I can't just accept 'because the church says so'

You should accept it because the Church says so because God reveals the truth through her, you're not required to understand, but believe and have faith.
There is evidence in scripture for what you're asking, plenty of it, you just need to read the right things, sounds like you're reading a bunch of Protestant garbage to me.
http://www.catholicapologetics.info/apologetics/general/general.htm
http://www.catholicapologetics.info/apologetics/general/resurrec.htm