I am not a Holocaust scholar, and my reply could be considered oblique or perhaps even off-topic, but I think it is relevant.
The real question is: given what the Germans did to the Herero in 1904-07, how did people not see the Holocaust coming, once Nazi rhetoric began to emphasize the racial characteristics of Aryans, Jews, etc.?
In an area of South West Africa that is now Namibia, German colonial forces retaliated against the indigenous Herero people's attempted rebellion by killing between 60,000 and 100,000 of them (Sarkin-Hughes). In hindsight, and as part of a debate about whether or not Germany owes reparations to the remaining Herero and Nama peoples of Namibia, scholars have called the German-Herero War "the first genocidal war of the twentieth century" (Anderson).
All the elements of the Holocaust were there, in one form or another, including camps, racist rhetoric, and, of course, an attempt to exterminate an entire people.
Please let me know if you would like to know more. Some topics to consider:
Sources:
Anderson, R. (2005). Redressing Colonial Genocide Under International Law: The Hereros' Cause of Action Against Germany. California Law Review, 93(4), 1155-1189.
How the Germans exterminated the Hereros. (History: Namibia). (2003). New African, 62. <-- this is a reprinting of the 1918 "blue book" report compiled by Britain
Sarkin-Hughes, J. y. (2011). Germany's genocide of the Herero: Kaiser Wilhelm II, his general, his settlers, his soldiers. In UCT Press; James Currey.
Edit: spelling
Not quite a prediction, but among the books burned by the Nazis was one by Heinrich Heine in which he wrote about the church in the Middle Ages: Where they burn books, they will also burn people at the end. Seems like a good repeat warning for the next time political groups want to burn published works.
I wouldn't call it much of a prediction, but many feared the rising persecution and fled, because they feared worse was coming. This is notable especially in 1935, when it led to a huge bump in immigration numbers with regards to Jews moving to Palestine. This caused issues of its own, but that's another thread.
Insofar as predictions that were more exact, I haven't heard of any. I doubt anyone really knew anything to that degree was going to happen, or expected it. And if they did, they likely weren't believed.