Hello Jackson,
The characteristics of " the day of the Lord" in the old testament, is always referred as a time of fierce wrath and anger. A day of darkness and calamity, as can be seen be seen below:
See, the day of the Lord is coming—a cruel day, with wrath and fierce anger—to make the land desolate and destroy the sinners within it.
The stars of heaven and their constellations will not show their light.
The rising sun will be darkened and the moon will not give its light.
I will punish the world for its evil, the wicked for their sins.
I will put an end to the arrogance of the haughty and will humble the pride of the ruthless.
I will make people scarcer than pure gold, more rare than the gold of Ophir.
Therefore I will make the heavens tremble; and the earth will shake from its place at the wrath of the Lord Almighty, in the day of his burning anger."
Therefore, in the scripture that you are quoting in 2 Thes.2, paul says:
"Concerning the coming of our Lord Jesus Christ and our being gathered to him, we ask you, brothers and sisters, not to become easily unsettled or alarmed by the teaching allegedly from us—whether by a prophecy or by word of mouth or by letter—asserting that the day of the Lord has already come"
Therefore, Paul's reference to "the day of the Lord" is referring to the wrath which follows the coming of our Lord and our being gathered to him.
He first mentions his coming and our being gathered to him and then he refers to the day of the Lord, which is the time of God's wrath which follows after the church is gathered. Therefore, Paul is saying that before the day of the Lord, before God's wrath begins, that day will not come until the rebellion occurs and that man of lawlessness is revealed. So, the order of events are:
1). The coming of the Lord and our being gathered to him
2). The rebellion
3) The revealing of the lawless one
You are confusing "the coming of the Lord and our being gathered to Him" with "the day of the Lord."
So, you are correct with #1
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I hope that this helps you to understand this.