John Gill Commentary Zechariah 2:11

"And many nations shall join themselves to Jehovah in that day, and shall be my people; and I will dwell in the midst of thee, and thou shalt know that Jehovah of hosts has sent me unto thee." — Zechariah 2:11 (ASV)

And many nations shall be joined to the Lord in that day , &c.] The Gospel will be preached in all nations, and multitudes will be converted, and embrace and profess the Christian religion, and join themselves to the churches of Christ, which, in the New Testament, is expressed by being joined to the Lord, (Acts 5:13Acts 5:14) see (Jeremiah 50:5) (Isaiah 56:3Isaiah 56:6).

and shall be my people ; shall appear to be so, who before were not the people of God; did not profess themselves, and were not known to be, the people of God, though they secretly were in the counsel and covenant of God; but now, being called by grace, they become openly and manifestly his people, (1 Peter 2:10).

and I will dwell in the midst of you ; in the church, consisting of people of many nations, as well as of Jews.

and you shall know that the Lord of hosts has sent me to you ; to the Jews, as well as to the Gentiles; (See Gill on Zechariah 2:9).