Coming in...

It is more idiomatic to mention the origin before the destination:

Jay is going from Singapore to Los Angeles.

If you are in Los Angeles (the destination), it makes perfect sense to say "He's coming in tomorrow at 9:30 pm". "He's arriving tomorrow at 9:30 pm" is also a possibility.

If you are in Singapore (the origin), it sounds a little strange to say that he's coming in, but I'm quite sure people do say it. A better choice might be "He's arriving tomorrow at 9:30 pm".