Why does it say "va'Ya'an"?
Radak #1: He answered Zecharyah's question, even though Zecharyah did not ask him.
Radak #2: "Va'Ya'an" is not answering. Rather, it is starting to talk) like "v'Anisa v'Amarta" (Devarim 26:5), and the first "va'Ya'an Iyov" (Iyov 3:2). Zecharyah heard the angel [that was riding] ask the horses [that were sent to go in the land] what is the state of the land. "Eleh" is like la'Eleh. Also "v'David Higid Leimor Achitofel ba'Kosherim" (Shmuel II, 15:31) is like l'David Higid; "u'Shnei Anashim Sarei Gedudim Hayu Ben Sha'ul" (ibid. 4:2) is like l'Ven Sha'ul, and similar verses.
What "Ish" is this?
Radak: It is the one who was riding, even though Zecharyah did not ask him.
Malbim: The Sar of Yavan was dressed in (took the form of) Alexander. This is why he saw him in the form of a person.
What is the meaning of "Lehis'halech ba'Aretz"?
Rashi: To see the serenity of the Bavliyim.
Radak: This is like the Satan said "mi'Shut ba'Aretz u'Mis'halech Bah" (Iyov 1:7; going in the land).
Malbim: Hashem handed over the general kingship to these officers, and sent them to conquer kingdoms.