Question:,  ,   "It seems from the prophets that the Jewish people will go into exile again just before the Messiah returns; Zechariah 14."

Answer:,   Blessings from the Philippines. No, chapters 12' 13, and 14 are sequential. Remember, there is no chapter division in the original Hebrew canon. Those three verses read in context are a recap reference to the events of chapter 12 in order to link the Armageddon and Valley of Jehoshaphat events of chapter 12 with the parousia events of chapter 13 and then with the establishment of the millennial kingdom in chapter 14.
All prior to the parousia in Zechariah however have 'peshet' partial fulfillments at previous times in Israel's history which are alluded to or mention in the text of Zechariah. These peshet events are replayed and totally fulfilled by the corresponding 'pesher' events in what Zechariah predicts. As we have noted repeatedly over the years in multiple recordings and in the books (Grain for the Famine, Dilemma of Laodicea, Shadows of The Beast) that this is a standard scriptural eschatological motif viewed hermeneuticly. I trust this helps.