Why did David send messengers?
Malbim: He saw that all of Yisrael were pleased with David [and wanted to return him], but no one was doing anything. He saw that the Chachamim must do so. Ziknei Yehudah will be first, and the others will follow them.
What does it mean to return the king?
Malbim: (a) To return him to his kingship. (b) To return him to his house.
Why did he mention being last?
Malbim: They should say that Chachmei Yehudah agree with all Yisrael to return David to his kingship; the debate is about who will be first to return him to his house. For this, Ziknei Yehudah must be first.
Who said "u'Devar Kol Yisrael
Rashi: This was part of the message to Ziknei Yehudah. Malbim - since all Yisrael want to return him to his kingship, you [Yehudah] should be first to return him to his house.
Radak (13): The 'narrator' tells that while David was commanding Tzadok and Evyasar, word came that Yisrael wanted to return him.