I have heard the full preterist argue that if the Thessalonians were expecting what we (those looking for a future return of Jesus) are, then how could they have missed it.

For me it doesn’t seem that unreasonable. I think the scripture would give some indication that even with understanding the language (which everyone is big on) and living in the fist century there was still some uncertainty as to what was going to take place. Not only do you see it in 2Th. 2:3, but also in 2 Peter 3:16. There could be a couple of more scriptures I’m not thinking about.

2Pe 3:16 as also in all {his} letters, speaking in them of these things, in which are some things hard to understand, which the untaught and unstable distort, as {they do} also the rest of the Scriptures, to their own destruction.

My point is… I think it can be argued from the other direction as well.

2Pe 3:3 Know this first of all, that in the last days mockers will come with {their} mocking, following after their own lusts, 2Pe 3:4 and saying, "Where is the promise of His coming? For {ever} since the fathers fell asleep, all continues just as it was from the beginning of creation."

It seems to me that believers would have been going around talking about the Lord’s coming and therefore those that were mocking were expecting some big change. “…For ever since the fathers fell asleep, all continues just as it was from the beginning of creation." (2 Peter 3:4)
(Note: Presupposition or biblical evidence?)

I know I could have put more out there. I’m hoping though you see where I’m coming from.

One more thing; I am aware that the destruction of the temple and the events surrounding it were “big.” The text though indicates they (those mocking) were expecting something much bigger.

2Pe 3:4 and saying, "Where is the promise of His coming? For {ever} since the fathers fell asleep, all continues just as it was from the beginning of creation

A:
I can't say exactly how the Thessalonians pictured the second coming of Christ, so as to wonder whether it had arrived already or not. They had not been Christians for very long, and may have wondered whether Jesus could have come invisibly (as, for example, Jehovah's Witnesses, and even Seventh-Day Adventists* currently teach).

The problem appears to have been that someone, claiming to speak in the name of the Lord, or some epistle that falsely purported to have come from Paul, was claiming that (in some sense) the coming of the Lord had occurred and the Thessalonians had apparently missed it. Though they may have previously held a more accurate view of the second coming, such alleged "words from the Lord" may well have gotten them thinking that they had been mistaken and that they needed to alter their viewpoint according to these new revelations.

I don't think that the full-preterist idea (that the second coming that they were expecting was simply the destruction of Jerusalem) makes better sense of this passage. The question of whether Jerusalem had or had not yet been destroyed would be a matter easily verified without prophetic words, and without the elaborate answer that Paul gives them. If the Thessalonians were wondering about the destruction of Jerusalem, merely, Paul could have answered by saying, "If someone tells you that Jerusalem has been conquered and the temple has been destroyed, I can tell you, without fear of contradiction, that this has not happened. If it had, we would not need prophetic words to inform us of it, as the reports would surely have reached us through the ordinary means of communication within days of its occurrence."

As for Peter's words, it should be observed that Peter likens the "day of the Lord" to the flood of Noah's time. He says that the antediluvian world was destroyed in that flood, but the world that now exists (ever since the flood) is being reserved for a future day of destruction by fire. The fiery destruction is treated as a world-judgment similar to that of Noah's day. The destruction of Jerusalem was an important event, but not very similar or analogous to the global flood.

Peter indicated that the day of the Lord would come at some time far enough in the future that scoffers could refer to the passing away of "the fathers." A number of the apostles may well have been alive in AD 70 (or up to nearly that time--e.g., John lived beyond that date, and Peter himself was almost certainly writing after Paul's death, which probably took place about 67 AD). If Peter was writing, as seems likely, only a couple of years before AD 70, and was thinking of the events of that date as the "Day of the Lord," then there would not seem to be much time for later scoffers to arise before AD 70, appealing to the death of the apostles and the first generation of Christians as proof of the failure of God to deliver on His promises.

In other words, if Peter was writing as late as 68 or 69 AD, and was referring to AD 70 as the "Day of the Lord" about which scoffers would mock, it seems unlikely (though not impossible) that those scoffers would speak of the death of the early Christians, when some of the apostles themselves were still living.

The above arguments are not conclusive, but they provide my reasons for seeing these passages as predicting a future coming of Christ at the end of the world.

* The Seventh-Day Adventists do not literally teach that Jesus "returned" invisibly. I am here referring to E.G. White's doctrine of the "Investigative Judgment." It grew out of the Millerite prediction that Jesus would literally return in October of 1844. When this did not occur, E.G. White said that the date was not wrong, but the event had been misunderstood. What had happened on that date, she said, was not actually the return of Christ, but that He invisibly moved into the holy of holies in heaven to begin investigative judgment. In other words, in place of the literal second coming on that date, she said that something invisible had happened, though the movement had been expecting the coming of Christ. This is not the same thing as the doctrine of the JWs who believe there was an invisible return of Christ in 1914. What I meant in including Adventists in the above statement is that they had an explanation of an invisible "coming" of Christ into the holy of holies, which is conceivably similar to what the Thessalonians may have been hearing about "the Day of the Lord" coming invisibly.