Was Lazarus still wrapped in grave clothes when he came out of the tomb?
Yes. The context says Lazarus evidently came out of the tomb still wrapped in his grave clothes. He contributed nothing to his own resurrection, and this detail is presented as amazing, picturing Israel's future national restoration to life. That is what the context states.
Les teaches that when Jesus called Lazarus forth, Lazarus contributed nothing to his own resurrection. The amazing thing, as Les explains, is that Lazarus must have evidently come out of the tomb still wrapped in his grave clothes. That, however, is still the picture of Israel, who will one day be called back to life nationally. Les connects this to Hosea 6, where the two days are the two thousand years since the cross and the third thousand years is the kingdom, the millennium.