David this is for you. I hope you do not mind the length. I hope that I have not responded in an incorrect manner to you. If I have let me know.
Now to the issues you raised. Lets take this one at a time:
1. White horses
Revelation 19:11-15, And I saw heaven opened, and behold a white horse; and he that sat upon him was called Faithful and True, and in righteousness he doth judge and make war. His eyes were as a flame of fire, and on his head were many crowns; and he had a name written, that no man knew, but he himself. And he was clothed with a vesture dipped in blood: and his name is called The Word of God. And the armies which were in heaven followed him upon white horses, clothed in fine linen, white and clean. And out of his mouth goeth a sharp sword, that with it he should smite the nations: and he shall rule them with a rod of iron: and he treadeth the winepress of the fierceness and wrath of Almighty God.
The armies which were in heaven could mean Christians or it could mean angels. What does Jesus say? In Mark 13:24-27 Jesus says, But in those days, after that tribulation, the sun shall be darkened, and the moon shall not give her light, And the stars of heaven shall fall, and the powers that are in heaven shall be shaken. And then shall they see the Son of man coming in the clouds with great power and glory. And then shall he send his angels, and shall gather together his elect from the four winds, from the uttermost part of the earth to the uttermost part of heaven.
What does Paul say? 1 Thess 4:15-17, For this we say unto you by the word of the Lord, that we which are alive and remain unto the coming of the Lord shall not prevent them which are asleep. For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord.
Jesus also says in Matthew 13:36-42, Then Jesus sent the multitude away, and went into the house: and his disciples came unto him, saying, Declare unto us the parable of the tares of the field. He answered and said unto them, He that soweth the good seed is the Son of man; The field is the world; the good seed are the children of the kingdom; but the tares are the children of the wicked one; The enemy that sowed them is the devil; the harvest is the end of the world; and the reapers are the angels. As therefore the tares are gathered and burned in the fire; so shall it be in the end of this world. The Son of man shall send forth his angels, and they shall gather out of his kingdom all things that offend, and them which do iniquity; And shall cast them into a furnace of fire: there shall be wailing and gnashing of teeth.
So, the armies of Heaven are clearly angels and not saints.
2. The 10 Virgins
The parable of the 10 virgins can be summed up by Jesus words in Matthew 25:13, Watch therefore, for ye know neither the day nor the hour wherein the Son of man cometh. The bride is to be ready because the coming of the Lord is compared to a thief in the night. Paul says in 1 Thess. 5:2-4, For yourselves know perfectly that the day of the Lord so cometh as a thief in the night. For when they shall say, Peace and safety; then sudden destruction cometh upon them, as travail upon a woman with child; and they shall not escape. But ye, brethren, are not in darkness, that that day should overtake you as a thief.
Matthew 24:42-44, Watch therefore: for ye know not what hour your Lord doth come. But know this, that if the goodman of the house had known in what watch the thief would come, he would have watched, and would not have suffered his house to be broken up. Therefore be ye also ready: for in such an hour as ye think not the Son of man cometh.
2 Peter 3:10, But the day of the Lord will come as a thief in the night; in the which the heavens shall pass away with a great noise, and the elements shall melt with fervent heat, the earth also and the works that are therein shall be burned up.
Jesus tells the church of Sardis in Revelation 3:2-4, Be watchful, and strengthen the things which remain, that are ready to die: for I have not found thy works perfect before God. Remember therefore how thou hast received and heard, and hold fast, and repent. If therefore thou shalt not watch, I will come on thee as a thief, and thou shalt not know what hour I will come upon thee.
Revelation 16:15 says, Behold, I come as a thief. Blessed is he that watcheth, and keepeth his garments, lest he walk naked, and they see his shame.
So we see that we must be ready at all times for the Lord to come. However, we can know when He is coming because we are watching and waiting. As Paul said, we will not be caught off guard because we are not in darkness. That day will not overtake us as a thief.
3. Bride and Bridgroom and the Wedding Supper of the Lamb
I include these both together because they are closely linked. Revelation 19:7-11,14 says, Let us be glad and rejoice, and give honour to him: for the marriage of the Lamb is come, and his wife hath made herself ready. And to her was granted that she should be arrayed in fine linen, clean and white: for the fine linen is the righteousness of saints. And he saith unto me, Write, Blessed are they which are called unto the marriage supper of the Lamb. And he saith unto me, These are the true sayings of God. And I fell at his feet to worship him. And he said unto me, See thou do it not: I am thy fellowservant, and of thy brethren that have the testimony of Jesus: worship God: for the testimony of Jesus is the spirit of prophecy. And I saw heaven opened, and behold a white horse; and he that sat upon him was called Faithful and True, and in righteousness he doth judge and make war
And the armies which were in heaven followed him upon white horses, clothed in fine linen, white and clean.
Notice what these verses say and what they do not say. What they say is that the marriage of the lamb is come because the wife is ready. Then there is a blessing: blessed are they which are called to the marriage supper. Then Jesus comes out of heaven to the Earth with the armies of heaven. What happens next? See my first point.
Notice what these verses do not say. They do not say that the bride is in heaven. The verses simply say that the time has come for the marriage of the Lamb. The marriage comes when Jesus goes to get His bride.
4. 1 Thess. 4:17
Jesus will return and the dead in Christ will be raised first, then we which are alive and remaining will be caught up to the air to meet Jesus. Nothing secret about it, in fact Paul says that Jesus will give a shout and their will be a trumpet call. Not very secret at all.
5. Revelation 7:14
And I said unto him, Sir, thou knowest. And he said to me, These are they which came out of great tribulation, and have washed their robes, and made them white in the blood of the Lamb.
Jesus says in Matthew 24:21, For then shall be great tribulation, such as was not since the beginning of the world to this time, no, nor ever shall be. What period of time is He referring to? Let us go back to Matthew 24:15, When ye therefore shall see the abomination of desolation, spoken of by Daniel the prophet, stand in the holy place, (whoso readeth, let him understand:) What did Daniel say about the abomination of desolation? Daniel 9:26-27, And after threescore and two weeks shall Messiah be cut off, but not for himself: and the people of the prince that shall come shall destroy the city and the sanctuary; and the end thereof shall be with a flood, and unto the end of the war desolations are determined. And he shall confirm the covenant with many for one week: and in the midst of the week he shall cause the sacrifice and the oblation to cease, and for the overspreading of abominations he shall make it desolate, even until the consummation, and that determined shall be poured upon the desolate.
Daniel refers to the destruction of Jerusalem and the Temple as the abomination that causes desolation. Luke backs this up in Luke 21:20, And when ye shall see Jerusalem compassed with armies, then know that the desolation thereof is nigh.
So we see that the great tribulation is the period of time in which Jerusalem and the Temple were destroyed in 70 AD. Therefore we interpret Rev. 7:14 as those faithful Christians who persevered through this time period.
6. Where do these caught up ones go? On a circle back to earth?
It doesnt matter where we go because 1 Thess 4:17 says, Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord. Wherever the Lord goes
I am going! Halleluiah!
Also, you mentioned Luke 21:36, "Watch ye therefore, and pray always, that ye may be accounted worthy to escape all these things that shall come to pass, and to stand before the Son of man."
This refers to the destruction of Jerusalem. Notice in verse 32 Jesus says "Verily I say unto you, This generation shall not pass away, till all be fulfilled."
Generation can mean race but it is forcing that definition in this verse. Jesus was telling those around Him that Jerusalem would be destroyed in their lifetime. Jesus wants them to be on guard, watch, pray and remember verses 20-22 spoken earlier:
"And when ye shall see Jerusalem compassed with armies, then know that the desolation thereof is nigh. Then let them which are in Judaea flee to the mountains; and let them which are in the midst of it depart out; and let not them that are in the countries enter thereinto. For these be the days of vengeance, that all things which are written may be fulfilled."
Hope this answers your questions.