The 1,000 years occur in between the first and second resurrection.
At His 2nd coming, is the first resurrection (ie. all the saved & those - saved alive at the time are translated) and all are taken to heaven and from there forward are always with the Lord.
1 Thessalonians 4
The Return of the Lord
13Brothers, we do not want you to be uninformed about those who sleep in death, so that you will not grieve like the rest, who are without hope.
14For since we believe that Jesus died and rose again, we also believe that God will bring with Jesus those who have fallen asleep in Him.
15By the word of the Lord, we declare to you that we who are alive and remain until the coming of the Lord will by no means precede those who have fallen asleep.
16For the Lord Himself will descend from heaven with a loud command, with the voice of an archangel, and with the trumpet of God, and the dead in Christ will be the first to rise.
17After that, we who are alive and remain will be caught up together with them in the clouds to meet the Lord in the air. And so we will always be with the Lord.
18Therefore encourage one another with these words.
The 2nd resurrection, that of all the lost happens 1,000 years later.
Revelation 20
5The rest of the dead (the lost) did not come back to life until the thousand years were complete. This is the first resurrection. 6Blessed and holy are those who share in the first resurrection! The second death has no power over them, but they will be priests of God and of Christ, and will reign with Him for a thousand years.