A few possibilities...
Note the Ibn Ezra, he suggests the messenger could possibly be Moshiach ben Yosef.
The Metzudos Dovid provides a definitive rundown. He suggests the messenger to be a "מלאךמןהשמים" - an angel from heaven, and he will clear the way before G-d. He will cut off from the world the sinners and the rebels, before Hashem purifies the land with His Shechinah.
As far as the Sovereign, he writes:
זהומלךהמשיחאשרעיןכלאדםמצפהומייחללוומבקשביאתו
This is the Messianic King whom the eye of every man expects and longs for and longs for his coming
And the malach habris is a reference to Eliyahu.