Thanks for your question!
According to Zaidis, any belief must be established by the Qur'an or mutawatir (successively transmitted) ahadith not solitary narrated ahadith.
1) The Dajjal is mentioned in our narrations. For example, we have a hadith from one of our imams (as) that says: "Whoever fights against us in the last days will be considered similar to one who fights alongside the Dajjal." We also have a narration that says that there are 30 dajjals.
2) As for the return of Nabi Isa (as), we addressed this question here-->http://www.
It must also be borne in mind that the Prophet, peace and blessings be upon him and his progeny, is reported to have said: ((...there will be no Prophet after me)). Therefore, one must ask: If Isa is to return, would that mean that there is a prophet after the last Prophet? Those who hold to the view that Isa will return say that Isa (as) will not return as a prophet; however, nubuwwa (i.e. Prophethood) is not something that can be removed from anyone. The holders of this view would have to come with proof that prophethood can be taken or removed from someone. Otherwise, they would belie the statement of the Prophet, peace and blessings be upon him and his progeny.
Those narrations that mention Isa's return are solitarily narrated therefore, they cannot be relied upon for aqeeda.
3) The belief re: Imam Mahdi (as) is consistent with that of most Sunnis. Below is a series of quotations from the Prophet, salla Allahu alayhi wa alihi wa salam, and the imams (as):
Statements from the Prophet, peace and blessings be upon him and his progeny:
- On the authority of Anas: ((There are seven of us who are the nobles of the people of Paradise from the Banu Muttalib: me; my brother, Ali; my uncle, Hamza; my cousin, Ja’far; al-Hasan; al-Hussein; and al-Mahdi)).
- On the authority of Fatima that the Prophet said to her: ((The Mahdi is from amongst your children)).
- On the authority of Ibn Abbas: ((The first seven to enter Paradise will be: me, Ali, Hamza, Ja’far, al-Hasan, al-Hussein, and al-Mahdi Muhammad bin Abdullah))
Statements from Amir al-Muminin Ali bin Abi Talib, upon him be peace:
- ((The Mahdi is from us, Ahl al-Bayt))
- On the authority of Imam Ahmed bin Sulayman: ((The first of us was Muhammad bin Abdullah, the middle of us is Muhammad bin Abdullah, the last of us will be Muhammad bin Abdullah)). The first was the Prophet, the middle was Nafs az-Zakiyya, and the last will be al-Mahdi.
Statements from Zayd bin Ali, upon him be peace:
- On the authority of Abu Khalid: ((He shall be from the children of Fatima. He shall either be from the sons of al-Hassan or the sons of al-Hussein)).
- On the authority of al-Qasim bin Muhammad bin Aqil bin Abi Talib: ((The Mahdi is true. He shall be from us, Ahl al-Bayt…))
Statement from Moulay Idris bin Abdullah, upon him be peace:
- In his letter to the Moroccans discussing the caliph, al-Mahdi al-Abbassi: ((Then a king came after him, his son who was astray. He violated the sanctities, followed his whims…and claimed that he was the Mahdi who was herald by the prophets…))
Statement from al-Qasim bin Ibrahim, upon him be peace:
- (([The Messenger] made clear who the Mahdi was by name, lineage, and duty)).
Statement from al-Hadi Yahya bin al-Hussein, upon him be peace:
- ((…and Allah will answer his supplication…by a man from the Ahl al-Bayt of His Prophet…and Allah will revive it [i.e. the religion] by the barakat of the Pure Mahdi the call of truth. He will declare by means of him the true word…))
And Allah knows best!