First, the Messiah is not described in the Torah as coming because of or after an apocalypse. That is New Testament thinking right there. Second, the Talmud states that the time before the messiah will be a difficult one to be sure, called "the birth pangs of the Messiah." So the Holocaust could fit that bill.

The first thing that came to mind is a letter by the then chief rabbi of Israel, Rabbi Yitzchak Isaac Herzog, in response to a fellow rabbi, a certain R. Hizkiyahu Yosef Mishkovsky, who requested a day of mourning for the Holocaust in January of 1945. The Holocaust had not yet ended.

Rabbi Herzog first discussed the perspective from Jewish law. And then he stated that one should hold off on any decisions regarding this, for who knows, this could be a sign for the advent of the Messiah.

See his Pesakim u-Ketavim: She’elot u-Teshuvot beDinei Orah Hayyim, vol. 2 (Jerusalem: 1989), 438, no. 99

See also JJ Schacter, "HOLOCAUST COMMEMORATION AND TISH’A BE-AV: THE DEBATE OVER “YOM HA-SHO’A”", where he discusses this letter. In footnote 22, he has an expansive footnote regarding this topic of rabbis and thinkers who saw the Holocaust as the event that precedes the Messiah's coming. There is a vast literature he cites there regarding this. I would quote it but it is 3 pages of citations. See page 24-27.

It seems that enough people have corrected OP on the "return" bit. It would be great to see an answer in the spirit of the question: were any Jews awaiting the imminent first appearance of the Messiah during what might have seemed the end of days?

As a related question, did WWII and the Holocaust lead to the rise of many new religions or religious offshoots? It seems like harrowing times might be a catalyst for such new religious branches.

As a Jew with grandparents who all lost most of their families in the Holocaust, the short answer is amongst the religious Jews, definitively yes. People fail to realize that by 1939 the overwhelming majority of Jews were no longer observant (sorry but don't have a source offhand), and did not legitimately believe in a Messiah in any more than a desperate "atheist in a foxhole" context.

The religious Jews, on the other hand, were convinced that the Nazis were the traditional (although not directly Biblically sourced) "pangs of the Messiah", and spoke of it constantly. One of the most famous songs to emerge from the Holocaust is a tune to Ani Ma'amin, the traditional Jewish declaration of faith in the Coming of Messiah, composed by cantor Azriel David Fastag as he was being transported to a concentration camp.

Related question: Did the events of the holocaust and WWII increase piety amongst Jewish people or decrease it? Specifically those directly involved.