The book of Zechariah is saturated in profound detail pertaining to our Lord’s first advent in the whole of the Old Testament.
Zechariah 3:8-10 declares, “behold, I will bring forth my servant the BRANCH. For behold the stone that I have laid before Joshua; upon one stone shall be seven eyes: behold, I will engrave the graving thereof, saith the LORD of hosts, and I will remove the iniquity of that land in one day. In that day, saith the LORD of hosts, shall ye call every man his neighbour under the vine and under the fig tree.”
Zechariah 6:12 predicted how Christ would be “The BRANCH” which would “grow up out of his place” and would “build the temple of the LORD” – His Church. And describes how He would be a mediator King and Priest for His people. Zechariah 6:13 says, “he shall build the temple of the LORD; and he shall bear the glory, and shall sit and rule upon his throne; and he shall be a priest upon his throne: and the counsel of peace shall be between them both.”
Zechariah 9:9 predicted his entry into Jerusalem: “thy King cometh unto thee: he is just, and having salvation; lowly, and riding upon an ass, and upon a colt the foal of an ass.”
Zechariah 11:12-13 predicted Judas and the price that he would pay to betray the Master, saying, “If ye think good, give me my price; and if not, forbear. So they weighed for my price thirty pieces of silver. And the LORD said unto me, Cast it unto the potter: a goodly price that I was prised at of them. And I took the thirty pieces of silver, and cast them to the potter in the house of the LORD.”
You wrongly apply Zechariah 12 to the Second Advent rather than the First. “In that day” appears six times in that chapter thus indicating the harmonious nature of it. Matthew quoted from it explaining how it explicitly related to the First Advent and specifically the cross.
I think that Zechariah's audience, focus and responsibility was Jews as he lived in the OT era, that did not mean the Gentile wasn't in view in regard to the new covenant only they were merely secondary at this juncture in history. Zech 13:1 and Zech 12:10 connect. Israel's Redeemer/Messiah and Lord already came 2,000 yrs ago - many believed, many didn't.
Zechariah 12:10 says, “And I will pour upon the house of David, and upon the inhabitants of Jerusalem, the spirit of grace and of supplications: and they shall look upon me whom they have pierced, and they shall mourn for him, as one mourneth for his only son, and shall be in bitterness for him, as one that is in bitterness for his firstborn.”
This relates to when Messiah appeared nearly 2,000 years ago. As predicted, salvation flowed out from the Cross – firstly to Israel, then to the nations. Many, many Jews have accepted Christ and His sacrifice for sin since then. Many came to a personal faith in Christ after the resurrection. Since then, countless Gentiles have entered into the joy of sins forgiven. The cross is man’s only hope; it is the only means by which sinful man (Jew or Gentile, pre-Calvary or post) can enter into union with God. It is the only way that man can be reconciled onto sinful creatures and experience the wonderful quickening “spirit of grace.” The Holy Spirit came like rivers of living water to all who would believe in Christ. Jews by the thousands, as well as new Gentile converts were the welcome recipients of this following Calvary.
John 19:30-37 says, “When Jesus therefore had received the vinegar, he said, It is finished: and he bowed his head, and gave up the ghost. The Jews therefore, because it was the preparation, that the bodies should not remain upon the cross on the sabbath day, (for that sabbath day was an high day,) besought Pilate that their legs might be broken, and that they might be taken away. Then came the soldiers, and brake the legs of the first, and of the other which was crucified with him. But when they came to Jesus, and saw that he was dead already, they brake not his legs: But one of the soldiers with a spear pierced his side, and forthwith came there out blood and water. And he that saw it bare record, and his record is true: and he knoweth that he saith true, that ye might believe. For these things were done, that the scripture should be fulfilled, A bone of him shall not be broken (speaking of Psalms 34:20). And again another scripture (speaking of Zechariah 12:10) saith, they shall look on him whom they pierced.”