The Book of Haggai begins with divine dissatisfaction with the returning exiles for failing to build the Second Temple. When they do start building, God is unimpressed. Nonetheless, He encourages Zerubabel and Joshua, and says (Hag 2:6):
כִּי כֹה אָמַר יְהוָה צְבָאוֹת, עוֹד אַחַת מְעַט הִיא; וַאֲנִי, מַרְעִישׁ אֶת-הַשָּׁמַיִם וְאֶת-הָאָרֶץ, וְאֶת-הַיָּם, וְאֶת-הֶחָרָבָה.
For thus saith the LORD of hosts: Yet once, it is a little while, and I will shake the heavens, and the earth, and the sea, and the dry land
Metzudat David says that "Yet once" refers to the Second Temple, which will only last "a little while", before being destroyed, as if the heavens, earth, sea, and dry land are being shaken. According to him, verse 7 is referring to the coming redemption.
So as of the beginning of the Second Temple, There will be "one more" exile and destruction before God reveals Himself, implying that the third Temple will be the last.