Jamieson, Fausset and Brown on Zechariah 2:11

11. many nations ... joined to the Lord in that day--The result of the Jews' exile in Babylon was that, at their subsequent return, through the diffusion of knowledge of their religion, many Gentiles became proselytes, worshipping in the court of the Gentiles (1Ki 8:41). Cyrus, Darius, Alexander, Ptolemy Philadelphus, Augustus, and Tiberius, paid respect to the temple by sending offerings [Grotius]. But all this is but a shadow of the future conversion of the Gentiles which shall result from Jehovah dwelling in Jerusalem (Psa 102:15, 16; Php 2:10, 11).

sent me unto thee--"unto thee" is here added to the same formula (Zec 2:9). Zion first shall "know (generally) that Jehovah of hosts hath sent" Messiah, by the judgments inflicted by Him on her foes. Subsequently, she shall know experimentally the particular sending of Messiah unto her. Jehovah here says, "I will dwell," and then that Jehovah of hosts sent Him; therefore Jehovah the Sender and Jehovah the Sent must be One.