Genesis 15:8-17 is interpreted as a reference to the Four Exiles: Egypt, Babylon/Persia, Greece, Rome. So is Daniel 2:36-44 and 7:1-8.

Leviticus 26:33, Deuteronomy 4:25-27, 11:17, 28:36, 28:62, 29:27 all speak of the exile.

So do Psalms 106:27. Ezekiel 20:23, 22:15.

Jeremiah 29:7 says that Jews must be loyal citizens of their countries during exile.

Song of Songs 2:7 commands us not to arouse the end of exile before its time.

Leviticus 26:33
And if you do not listen to Me, and do not keep all these commandments… and I will scatter you among the nations, and send the sword after you, and your land will be desolate, and your cities destroyed.

Deuteronomy 4:25
I call to witness today heaven and earth that you will perish quickly from the land that you are crossing over the Jordan to possess; you will not stay long on it…And G-d will scatter you among the peoples, and you will be left few in number in the nations where G-d will lead you.

Deuteronomy 11:16
Take heed to yourselves, lest your hearts be seduced, and you turn away and serve other gods, and bow to them. Then G-d will be angry at you, and He will close up the heavens and there will be no rain, and the earth will not give its produce, and you will perish quickly from upon the good land that G-d gives you.

Deuteronomy 28:36
G-d will lead you and your king, whom you will appoint over you, to a nation you and your fathers did not know.

Deuteronomy 28:63
You shall be moved off the good land which you come to inherit, and G-d will scatter you among all the nations, from one end of the earth to the other.

Biblical Verses Saying that the Jewish People Will be Gathered in from Exile Only When the Messiah Comes

Isaiah 11:1-12
A royal scepter will emerge from the stock of Jesse, and a sapling will sprout from his roots. The spirit of G-d will rest upon him, the spirit of wisdom and understanding, the spirit of counsel and power, the spirit of knowledge and fear of G-d… And it shall come to pass on that day, that the L-rd will once again acquire the rest of His people…and He will gather the dispersed of Israel, and the scattered of Judah He will gather from the four corners of the earth.

Ezekiel 37:21-24
So says the L-rd G-d, behold I will take the Children of Israel from among the nations where they have gone, and I will gather them from all sides, and I will bring them to their land…and My servant David will be king over them, one shepherd will be for all of them.

Talmudic Sources Saying that Jews Are Forbidden to Return from Exile on Their Own and Create a State

Tractate Kesubos 111a
The Biblical book Song of Songs says: “I adjure you, O daughters of Jerusalem, by the gazelles or the deer of the field, not to arouse or awaken the love before it is desired.” This oath occurs three times in the Song of Songs (2:7, 3:5 and 8:4). The Talmud interprets this metaphorical language to mean as follows: the speaker here is G-d, and the “daughters of Jerusalem” are the Jewish people and the nations of the world. During the Jewish exile, which began with the destruction of the Temple in the year 69 CE, G-d placed three oaths upon the world, two upon the Jewish people and one upon the nations. The Jewish people were foresworn not to immigrate as a wall (i.e. en masse) to the Holy Land, and not to rebel against the other nations. The nations were foresworn not to afflict the Jews too much.

Midrash Rabbah on Song of Songs 2:7
The reason for the oath against mass immigration is that if the Jews were to do this on their own, why would the messiah have to come to gather in the exiles of Israel?

Midrash Rabbah on Song of Songs 8:14
The redemption of the Jewish people is compared to the grain harvest, the grape harvest, the spice harvest, and to a woman giving birth. The common thread of all these metaphors is that they cannot be done too early. If grain is cut too early, it will not be good even as animal feed. If grapes are cut too early, they will not even be good to make vinegar. If spice is picked too early, it will not have a smell; it must be allowed to dry out on the tree. And if a woman gives birth prematurely, the baby will not live. So too, if the Jewish people hurries the end, they will not be successful, but at the proper time, may it be soon, they will be successful.

Tractate Shabbos 63a
The difference between the present era and the days of messiah is that in the present era Jews are in exile under the nations and in the days of the messiah they will be independent.