Overview
The name Lucius appears only twice in the New Testament as historical figures in the early church, but neither occurrence relates to prophecy, the second coming, or any theological doctrine of 'return.' These brief mentions do not form a biblical teaching worthy of theological study.
Key Scriptures
"Lucius of Cyrene" is mentioned in Acts 13:1 (ESV): "Now there were in the church at Antioch prophets and teachers, Barnabas, Simeon who was called Niger, Lucius of Cyrene, Manaen..." A man named Lucius also sends greetings in Romans 16:21 (NASB): "Timothy my fellow worker greets you, as do Lucius and Jason and Sosipater, my kinsmen."
Application
Rather than speculating about biblical figures not addressed in prophetic Scripture, focus your study on Christ's promised return and the end-times teachings directly revealed in Matthew 24, 1 Thessalonians 4-5, and Revelation.