Topcat, how do you look at Zechariah 12-14?
Short answer, talking all the prophetic symbolism into account it speaks of Christ's coming into the world to redeem His people and establish His kingdom. Both of these things He accomplished at His first coming, although there is an ongoing work of building the kingdom.
I believe it all fits with the teaching that the "law and prophets" all pointed to Christ. If you understand the apocalyptic language it makes sense, esp. in light of how the NT authors interpreted the prophets.