Where in the Torah does it say Jews can't have a state?

Biblical Verses Foretelling That G-d Will Send the Jews into Exile

Leviticus 26:33
And if you do not listen to Me, and do not keep all these commandments… and I will scatter you among the nations, and send the sword after you, and your land will be desolate, and your cities destroyed.

Deuteronomy 4:25
I call to witness today heaven and earth that you will perish quickly from the land that you are crossing over the Jordan to possess; you will not stay long on it…And G-d will scatter you among the peoples, and you will be left few in number in the nations where G-d will lead you.

Deuteronomy 11:16
Take heed to yourselves, lest your hearts be seduced, and you turn away and serve other gods, and bow to them. Then G-d will be angry at you, and He will close up the heavens and there will be no rain, and the earth will not give its produce, and you will perish quickly from upon the good land that G-d gives you.

Deuteronomy 28:36
G-d will lead you and your king, whom you will appoint over you, to a nation you and your fathers did not know.

Deuteronomy 28:63
You shall be moved off the good land which you come to inherit, and G-d will scatter you among all the nations, from one end of the earth to the other.

Biblical Verses Saying that the Jewish People Will be Gathered in from Exile Only When the Messiah Comes

Isaiah 11:1-12
A royal scepter will emerge from the stock of Jesse, and a sapling will sprout from his roots. The spirit of G-d will rest upon him, the spirit of wisdom and understanding, the spirit of counsel and power, the spirit of knowledge and fear of G-d… And it shall come to pass on that day, that the L-rd will once again acquire the rest of His people…and He will gather the dispersed of Israel, and the scattered of Judah He will gather from the four corners of the earth.

Ezekiel 37:21-24
So says the L-rd G-d, behold I will take the Children of Israel from among the nations where they have gone, and I will gather them from all sides, and I will bring them to their land…and My servant David will be king over them, one shepherd will be for all of them.

Talmudic Sources Saying that Jews Are Forbidden to Return from Exile on Their Own and Create a State

Tractate Kesubos 111a
The Biblical book Song of Songs says: “I adjure you, O daughters of Jerusalem, by the gazelles or the deer of the field, not to arouse or awaken the love before it is desired.” This oath occurs three times in the Song of Songs (2:7, 3:5 and 8:4). The Talmud interprets this metaphorical language to mean as follows: the speaker here is G-d, and the “daughters of Jerusalem” are the Jewish people and the nations of the world. During the Jewish exile, which began with the destruction of the Temple in the year 69 CE, G-d placed three oaths upon the world, two upon the Jewish people and one upon the nations. The Jewish people were foresworn not to immigrate as a wall (i.e. en masse) to the Holy Land, and not to rebel against the other nations. The nations were foresworn not to afflict the Jews too much.

Midrash Rabbah on Song of Songs 2:7
The reason for the oath against mass immigration is that if the Jews were to do this on their own, why would the messiah have to come to gather in the exiles of Israel?

Midrash Rabbah on Song of Songs 8:14
The redemption of the Jewish people is compared to the grain harvest, the grape harvest, the spice harvest, and to a woman giving birth. The common thread of all these metaphors is that they cannot be done too early. If grain is cut too early, it will not be good even as animal feed. If grapes are cut too early, they will not even be good to make vinegar. If spice is picked too early, it will not have a smell; it must be allowed to dry out on the tree. And if a woman gives birth prematurely, the baby will not live. So too, if the Jewish people hurries the end, they will not be successful, but at the proper time, may it be soon, they will be successful.

Tractate Shabbos 63a
The difference between the present era and the days of messiah is that in the present era Jews are in exile under the nations and in the days of the messiah they will be independent.

Precedent: Other Moments in History When Jews Attempted to End Exile in an Unauthorized Way

The Tribe of Ephraim
The Midrash Rabbah on Exodus (20:11) states that part of the tribe of Ephraim left Egypt thirty years before the Exodus, and met a bitter end: 300,000 of them were killed by the Philistines. The Midrash Rabbah on Song of Songs 2:7 says that these descendents of Ephraim transgressed the Oath.

The Invaders
The Book of Numbers (14:44) relates that a group of Jews undertook an unauthorized invasion of the Holy Land after the sin of the spies. Moses warned them, "Why do you transgress the command of G-d? It will not succeed!" The end was that "the Amalekites and the Canaanites who dwelt in that hill country came out, and smote them and smashed them to utter destruction." The Targum Yonasan on Song of Songs 2:7 says that these invaders transgressed the Oath.

Bar Kochba
In the year 130 CE, Simeon Bar Kochba led a Jewish revolt against Rome and established a Jewish kingdom. This is another one of the cases listed by the Midrash when the oaths were transgressed. The Talmud (Sanhedrin 93b) says that when the Jewish Sages of that time realized that Bar Kochba was not the messiah, they killed him, putting a stop to his revolt.

Famous Jewish Commentators and Legal Authorities

Rashi (1040-1105)
The prayer “G-d of salvations, in the four oaths” is a reference to the oaths of the Song of Songs. We ask G-d: Save us, for You have made us swear not to rebel against the nations, and we are keeping your oath in exile and bearing the yoke of exile. (Commentary to the Prayerbook)

Maimonides (1135-1204)
The messiah will gather in the Jews from exile. Whoever does not believe in him is denying the Torah, which says (Deuteronomy 30:3), “The L-rd your G-d will restore your exiles and have mercy on you.” (Laws of Kings 11:1)

When King Solomon, peace be upon him, made known with his holy inspiration that this nation, when it is sunk into exile, will try to arouse itself not at its proper time, and they will die because of this and travails will come upon them – he warned against this, and made an oath against this in an allegorical way, and said (Song of Songs 2:7), ‘I adjure you, daughters of Jerusalem…’ (Letter to the Jews of Yemen)

Rabbi Yishaya ben Eliyahu Di Trani (c. 1300)
Living in the Holy Land is a meritorious act; nevertheless, the Jewish people must not all go up together with a strong hand, in an act similar to the ingathering of the exiles, for they are not permitted to hasten the end, until the Creator hastens our redemption. (Piskei Riaz, Kesubos 13:8)

Rabbi Bachya ben Asher (d. 1340)
We must follow in the footsteps of the Patriarchs and prepare ourselves to approach the gentiles with gifts, with soft speech and with prayer before G-d. But war is impossible, for G-d made the Jewish people swear not to wage wars against the nations. (Commentary to Genesis 32:3)

Rabbi Yitzchak ben Sheishes (1326-1408)
There is no doubt that traveling to the Holy Land is a meritorious act…but now, one of the Three Oaths G-d made the Jewish people swear is not to go up as a wall. (Responsa of the Rivash, Chapter 101)

Rabbi Shlomo ben Shimon Duran (1400-1467)
During exile, living in the Holy Land is not a general commandment for all Jews, but on the contrary it is forbidden, as the Talmud says in the last chapter of Kesubos, that this is one of the oaths that G-d made the Jews swear: that they not hurry the end and not go up as a wall. Go and see what happened to the children of Ephraim when they hurried the end! (Responsa of the Rashbash, Chapter 2)

Rabbi Isaac Abarbanel (1437-1508)
Abraham feared that his descendants would rise up to leave the exile before the time set by G-d...we must bear the yoke of the exile and live under the nations until the time of the End. (Yeshuos Meshicho v. 1, p. 11b)

The Maharal of Prague (1520-1609)
G-d made the Jewish people swear by the heavens and the earth not to leave exile before the time. For just as the heavens and the earth keep to the order of nature decreed by G-d, never changing, in the same way the Jewish people must keep the order of exile decreed by G-d. And just as the heavens and earth, if they were to change their nature and order, would bring havoc and destruction to the world, so too if the Jewish people leaves the exile decreed on them by G-d it would mean destruction for them, G-d forbid. Therefore they must not violate the decree. (Netzach Yisroel, Chapter 24)

Rabbi Chaim Ben Attar (1696-1743)
The verse “I will scatter you among the nations” refers to the first oath, which mandates that the Jews remain scattered and not immigrate as a wall, with a strong hand, to resettle the Holy Land. (Ohr Hachaim Commentary to Leviticus 26:32-33)

Rabbi Yonasan Eybeschutz (1690-1764)
The Jewish people cries out to the nations, "Do not awaken an early ingathering of Israel! Even if all the Jews are ready to go to Jerusalem, and all the nations agree, still, G-d forbid that I should go there!” (Ahavas Yonasan)

Rabbi Samson Raphael Hirsch (1808-1888)
When the uprising led by Bar Kochba proved a disastrous error, it became essential that the Jewish people be reminded for all times of an important fact; namely, that they must never again attempt to restore their national independence by their own power; they were to entrust their future as a nation solely to Divine Providence. (Commentary on the Prayerbook, p. 703)