I have a theory that Loki won't come back until the end of Avengers 4. Maybe the last scene maybe the post-credit scene. I don't know, but i imagine it like: its after the battle, everyone is reuniting, celebrating the victory, etc. So is Thor. His friends are alive, he is alive, he has so much to celebrate. But... there's a kind of sadness in hos celebration. A loneliness. He goes out into the night/ looks out of a window in an empty room. He's all alone. His whole family is dead. Even though he has his friends and the world is saved, it still hurts. He's all alone. Asgard is gone. He looks out at the world in which he is alone. all alone.
He hears footsteps behind him. It doesnt faze him. It's probably one of his friends.
The camera shifts so that we see behind him and just as we see who it is, the person speaks.
"Arent you supposed to be celebrating right now, brother?" Its Loki, standing behind him with a Loki-esque smile on his face. Thor's face lights up with confusion and wonder but most importantly happiness and hope.