Jesus’ teaching on the afterlife does not indicate that righteous souls must “sleep” until the resurrection.
Yes, it does indicate that. Those who die are sleeping in death until they are resurrected.
[ 2 And many of those asleep in the dust of the earth will wake up, some to everlasting life and others to reproach and to everlasting contempt.] cf. [11 After he said these things, he added: “Lazʹa·rus our friend has fallen asleep, but I am traveling there to awaken him.” 12 The disciples then said to him: “Lord, if he is sleeping, he will get well.” 13 Jesus, however, had spoken about his death. But they imagined he was speaking about taking rest in sleep.]
There speaking about 'sleep' is referring to death and 'wake up' is referring to being resurrected.
In the following when talking about 'rest' it is referring to death. (Keep in mind these are visions shown to John, this did not actually happen.) The souls are told to 'rest a little while longer', indicating that they have been 'resting'. This means they were asleep/dead (having been killed) and will remain dead until AFTER the others that make up the full number have been killed too.
These others are killed by the 8th king which is still future. Then after the 42-month rule of the 8th king when all of these have been killed is when the ones that had been resting and the ones recently killed by the 8th king will then be resurrected together. That is the 'first resurrection' and what is considered the 'last day'. This 'last day' corresponds with Jesus' second coming after the GT/8th king rule.
[9 When he opened the fifth seal, I saw underneath the altar the souls of those slaughtered because of the word of God and because of the witness they had given. 10 They shouted with a loud voice, saying: “Until when, Sovereign Lord, holy and true, are you refraining from judging and avenging our blood on those who dwell on the earth?” 11 And a white robe was given to each of them, and they were told to rest a little while longer, until the number was filled of their fellow slaves and their brothers who were about to be killed as they had been.]
[4 And I saw thrones, and those who sat on them were given authority to judge. Yes, I saw the souls of those executed for the witness they gave about Jesus and for speaking about God, and those who had not worshipped the wild beast or its image and had not received the mark on their forehead and on their hand. And they came to life and ruled as kings with the Christ for 1,000 years. 5 This is the first resurrection.]
Regarding your question on the “mystery” of Christ’s return, the Catholic Church maintains that while some signs are given, the timing remains unknown
Of course, the timing is unknow at this point but the whole reason for being given signs/events to watch out for is so when they occur you will know that he is near to coming. His time for coming cannot be any time until after the GT/8th king 42 months rule. There is no mystery there.
Mark 13:28,29;Luke 21:28;2 Thessalonians 1:7,10