I'm at work so don't have Trotsky's books with me, but I doubt he explicitly said as much, more that one might be drawn to that conclusion from his words and actions. It's the impression I get when reading about the sabotage and disinformation that continued to happen even when it was clear a Nazi invasion was imminent.

I do have the Losurdo book, so here's what I can find with a quick skim:

Trotsky in 1939:

On the road to the abyss Hitler can not only crush Poland, but he can give the Soviet Union such blows as to cost the Kremlin oligarchy their heads.

Losurdo quotes Volkogonov (anti-Stalin historian):

In [Trotsky's] prophecies about the impending war there is a sense of insecurity: the exile knew that only a defeat of his homeland could put an end to Stalin's power[...]. He desired war, because in this war he saw the only possibility of overthrowing Stalin. But Trotsky did not want to admit this even to himself

Also quotes Goebbels' diary talking about the Third Reich working with Trotskyist radio stations, although that was after Trotsky's assassination.