The state of Israel contradicts the Jewish belief that the messiah will come and afterwards all the Jews will return to the Holy Land. They will go there under the messiah's leadership. See Isaiah Chapter 11 which begins with a description of the messiah, and then says (v. 12), "And He (i.e. G-d) will lift up a banner to the nations, and He will gather in the scattered of Israel, and the diaspora of Judah He will gather from the four corners of the earth."

There are many verses in the Bible that say clearly that G-d (through His emmisary, the messiah) will be the one Who redeems the Jewish people from exile and gathers them in. See Deuteronomy 30:3, Isaiah 27:12, 40:9, 41:14, 43:5-6, 52:12, 54:7, 56:8, Jeremiah 16:15, 23:3, 30:10, 31:9, 33:7, Ezekiel 11:17, 20:34, 28:25, 34:13, 37:21, 36:24. Hosea 1:7, Micah 2:12, Zachariah 4:6, 8:7, Psalms 53:7, 106:47.

On the quotation from Deut. 30:3, Rabbi Isaac Abarbanel (16th century), one of the most important Scriptural commentators, says: "We see from here that G-d Himself will return our captives, and it will not be like the beginning of the Second Temple era, when the Jews returned to their land by the permission of Cyrus, king of Persia."

Deut. 4:27 states that G-d will scatter the Jews among all the nations. Since this scattering was an act of G-d, Who knows what is best for us, we are not to come back to the land until He tells us to do so. Deut. 28:64 also speaks of this scattering, as well as Lev. 26:33. In Lev. 26:34 and 43 the Torah says that the land must rest during exile, so clearly we may not end exile early without a command from G-d. In Lev. 26:44 it says that when we are in the land of our enemies G-d protects us from destruction, implying that if we are in the Holy Land during exile we have no such promise.

The most explicit source for the prohibition on establishing our own state is the oath written in the Song of Songs: “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 verse occurs twice in the Song of Songs, 2:7 and 3:5. It occurs a third time in 8:4, in a slightly modified form: “I adjure you, O daughters of Jerusalem: why do you arouse and why do you awaken the love before it is desired?” (This third verse implies that the unauthorized awakening has already been done, and the author of the book, King Solomon, is rebuking us for it.)

The Talmud (Kesubos 111a) interprets the metaphorical language of the Song of Songs 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 in the year 69, G-d placed three oaths upon the world, two for the Jewish people and one for the nations. The Jewish people were foresworn not to go up as a wall (i.e. en masse) to the Holy Land, and not to rebel against the nations of the world. The nations were foresworn not to afflict the Jews too much.

There is a lot more Talmudic and Rabbinic commentary, but these are the basic Scriptural sources. I hope this is what you needed.