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Are there any extra-biblical writings that documents what the early Christians believed about the second coming of Christ?
Of course there are!
The following have all written about it:
The following paper lays out their thoughts and modern interpretation of their writing: A Survey of the Doctrine of the Return of Christ in the Anti-Nicene Fathers.
The Early Church Fathers were almost exclusively premillennialists and taught an Eschatological Gospel of Both Comings of Jesus. Consider the following testimony from the Fathers. The Epistle of Barnabus, written late first century/early second century and regarded as equal to Scripture by Origen, denotes the Creation Week as a pattern for human history—one day equals one thousand years—six thousand years of history and the Sabbath rest on the seventh day equates to the Millennium (The Epistle of Barnabus 15:4-5). Papias, an early second century Bishop and disciple of John the Apostle, was recorded by Eusebius (the Early Church historian) to have believed that “there will be a millennium after the resurrection from the dead, when the personal reign of Christ will be established on this earth” (Fragments of Papias VI). Justin Martyr also stated that he was taught his premillennial beliefs from John the Apostle and cited Isaiah 65:17-25, Luke 20:35-36 and Revelation 20:4-6 as references for the Millennium and Psalm 90:4 to support the one day as one thousand years belief (Falls 1965:277)...
The Catholic Encyclopedia has a lengthy article on the On the End of the World (Pseudo-Hippolytus): A discourse by the most blessed Hippolytus, bishop and martyr, on the end of the world, and on Antichrist, and on the second coming of our lord Jesus Christ.
Of interest may be the following articles:
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For the time being, I have only considered the Didache, that "most scholars now assign ... to the first century".
Here is the last chapter on the Didache, in the Lightfoot translation:
1Be watchful for your life; 2let your lamps not be quenched and your loins not ungirded, but be ye ready; 3for ye know not the hour in which our Lord cometh. 4And ye shall gather yourselves together frequently, seeking what is fitting for your souls; 5for the whole time of your faith shall not profit you, if ye be not perfected at the last season. 6For in the last days the false prophets and corrupters shall be multiplied, and the sheep shall be turned into wolves, and love shall be turned into hate. 7For as lawlessness increaseth, they shall hate one another and shall persecute and betray. 8And then the world-deceiver shall appear as a son of God; 9and shall work signs and wonders, and the earth shall be delivered into his hands; 10and he shall do unholy things, which have never been since the world began. 11Then all created mankind shall come to the fire of testing, and many shall be offended and perish; 12but they that endure in their faith shall be saved by the Curse Himself. 13And then shall the signs of the truth appear; 14first a sign of a rift in the heaven, then a sign of a voice of a trumpet, and thirdly a resurrection of the dead; 15yet not of all, but as it was said: 16The Lord shall come and all His saints with Him. 17Then shall the world see the Lord coming upon the clouds of heaven. (Didache, Lightfoot translation, chapter 16)
Note that the Didache saw the tribulation and the second coming of Christ as a future event rather than something that has already happened in the past (viz. not 70 AD as the Preterist teach).
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The earliest church fathers, after the destruction of Jerusalem/Temple in 70AD, still looked toward Jesus' Second Coming.
Therefore, my children, in six days, that is, in six thousand years, all things will be finished. “And He rested on the seventh day.” This meaneth: when His Son, coming [again], shall destroy the time of the wicked man,1662 and judge the ungodly, and change the sun, and the moon,1663 and the stars, then shall He truly rest on the seventh day. Barnabas Chapter XV
[in discussing two advents] But the rest of the prophecy shall be fulfilled at His second coming. Dialogue with Trypho Chapter CX, Justin Martyr
Wherefore He shall, at His second coming, first rouse from their sleep all persons of this description, and shall raise them up, as well as the rest who shall be judged, and give them a place in His kingdom. Against Heresies Book IV Chapter XXII, Irenaeus
Ver. 23. “He who denies the Son,” by ignoring Him, “has not the Father, nor does he know Him.” But he who knoweth the Son and the Father, knows according to knowledge, and when the Lord shall be manifested at His second advent, shall have confidence and not be confounded. Which confusion is heavy punishment. Clement of Alexandria Book VIII Chapter III
Now these signs of degradation quite suit His first coming, just as the tokens of His majesty do His second advent, when He shall no longer remain “a stone of stumbling and a rock of offence,” but after His rejection become “the chief corner-stone,” accepted and elevated to the top place3189 of the temple, even His church, being that very stone in Daniel, cut out of the mountain, which was to smite and crush the image of the secular kingdom.3190 Of this advent the same prophet says: “Behold, one like the Son of man came with the clouds of heaven, and came to the Ancient of days; and they brought Him before Him, and there was given Him dominion and glory, and a kingdom, that all people, nations, and languages should serve Him. His dominion is an everlasting dominion, which shall not pass away; and His kingdom that which shall not be destroyed.” Against Marcion Book III Chapter VII, Tertullian
This is He who, although He was silent in His passion, yet by and by will not be silent in His vengeance. This is our God, that is, not the God of all, but of the faithful and believing; and He, when He shall come manifest in His second advent, will not be silent. Cyprian Treatise IX Chapter 23
In short, based on scripture, they distinguished two advents. They knew the first had taken place 30AD, the Temple destroyed 40 years later in 70AD, and Christ's Second Advent was still future.