Q. QUESTION: How could Baha'u'llah be the return of Christ when Jesus said He is returning in a cloud?
Answer: Baha'is interpret "cloud" as a metaphor, not literally. By "cloud" is mean a "veil". In other words, a "cloud" blocks the Sun, meaning it "hides" or "obscures" the Sun. By "cloud" is meant a new body and name.
Jesus Christ was composed of two Divine Beings in one body: the Father (Spirit) and the Son (WORD). The Father was Jesus' RUH (Spirit) and the WORD was Jesus' NAFS (Soul). Both would return in "clouds" (new bodies and names). The Prophets and Chosen Ones "return" in every Dispensation.