The book of Hebrews speaks to the Jews but believers who tend to fall weak ( thus the title name to the book Hebrews) about perseverance. Here is Hebrews 12:1 in the Amplified bible:
Amplified Bible
Therefore, since we are surrounded by so great a cloud of witnesses [who by faith have testified to the truth of God’s absolute faithfulness], stripping off every unnecessary weight and the sin which so easily
and cleverly entangles us, let us run with endurance
and active persistence the race that is set before us,
This isn't speaking of Christ's return at any rate. It speaks of believers having this cloud of witnesses and to endure, be persistent in the faith, to come to full salvation. The cloud of witnesses is those who have endured, they are examples of attainment.
I get your point non the less, when He returns ( sandals on the ground) He comes with His church ( His bride) . 1 Thessalonians 4 speaks of His church the body of Christ being gathered to him in the air though ( you can't miss the words, it's written clearly in 5th grade English), in a cloud which we already determined is a cloud ( as you put it, a mist). 1 Thessalonians also speaks to believers who thought those that passed before them missed this event but Paul in chapter 4 assures them all that nobody has missed the event and not just that but the dead in Christ ( those who died and bodies are in the ground, we know their spirit and soul are with the Lord because to be absent from the body is to be present with the Lord 2 Corinthians 5:8) will rise first. So the dead bodies will be gathered and transformed into the new glorified state, then those who remain alive will rise.