Do the people of Israel realize that Jesus has already come and left?
No, the people of Israel do not realize that Jesus has already come and left. They have not recognized that He was here and departed, though Hosea 6 prophetically shows this is exactly what happened. The nation is drawing closer and longing for their Messiah's coming.
Les explains that the nation of Israel is getting closer and closer, beginning to long for the coming of their Messiah, but they do not realize that He has already been here and left. In Hosea 5:15, Christ is pictured saying He will go and return to His place until Israel acknowledges their offense—their having crucified Him—and seeks His face. In their affliction, they will seek Him early. Hosea 6 then shows prophetically that this is exactly what has happened: Israel speaks of returning to the Lord, acknowledging that He has torn and chastised them for almost two thousand years, yet they know He will heal and bind them up. Les points out that this prophetic passage aligns with Israel's current longing, even as they remain unaware of His first advent.
I will go and return to my place, till they acknowledge their offence, and seek my face: in their affliction they will seek me early.
Come, and let us return unto the LORD: for he hath torn, and he will heal us; he hath smitten, and he will bind us up.