Is there any implication in the Bible that Jesus will come again as an
infant? I was always led to believe that the 2nd coming of Christ would be
on a cloud.

No, there is absolutely not a shred of evidence to cause us to
believe that Jesus will come back again as an infant. There is also no
conceivable reason why this would be so. Whether one should say that he
will be on a cloud is questionable also. The Bible describes him coming
“in the clouds” which should be taken as descriptive, symbolic language
which could be understood to mean that his return will be visible or
perhaps even literally visible in the sky. “In the clouds” is a figure of
speech, not to be taken literally. The passages which describe the return
of Jesus are apocalyptic, which means that they are written in a highly
symbolic style. Anyone who claims he or she knows exactly what the return
of Jesus will be like is deceived. However, one thing we can say with
great confidence is that it will be with great power. Jesus will not come
back as an infant.

John Oakes