Zechariah, chapters 9-14

“He must pass through the sea with distress;
And in the sea he will strike down the waves;
All the depths of the Nile will dry up.
The pride of Assyria will be brought down,
And the scepter of Egypt will depart.”
~Zechariah 10:11

When this prophecy was written, many centuries had passed since Jehovah had liberated the Israelites from Egypt or since Assyria as an empire posed a threat to his people.
In the past, God’s people had sometimes relied on alliances with those nations and placed their faith on their false gods instead of relying 100% on Jehovah.
Jehovah is telling his people that he will bring them back to true worship and free them from the false practices of neighboring nations.
Today, God’s people have also been freed from the practices of false religion and have found a safe way out of Satan’s world. (Is. 11:16)

Zechariah, chapters 1-8

“Here is the man whose name is Sprout. […] He is the one who will build the temple of Jehovah, and he is the one who will assume the majesty. He will sit down on his throne and rule, and he will also be a priest on his throne […].”
~Zechariah 6:12,13

In most forms of government, it makes more sense to have a separation of church and state.
Otherwise it becomes too easy for those who hold power to commit crass abuse.
But Bible prophecies point toward a Messiah who would rule both as king and high priest.
In the history of Israel, no leader ever carried out both functions.
The only person apt for such weighty duties is Christ. (Ge. 14:18; Ps. 110:1,4; Heb. 7:11-25)
Jesus is the only being who has the necessary experience, wisdom and power to reconcile us with God and rule in justice.