Actually, jake, intellectual honesty, regardless of whether or not one is a believer, demands not only the reading of the entire verse as you have demonstrated, but the entire context of the Chapter and indeed, the entire Book. A cardinal rule of thumb for Biblical interpretation is to understand the setting, both in time as well as place for a disputed writing. There are, I'm sure you know, many views of the source and actual time of Zechariah's writing(s). However, having said that, it's clear that this is an end times vision or prophecy. It comports well with the other writings of this nature in the Old Covenant and is explained further by the New Covenant Book of The Revelation of Jesus Christ ... unto his servant John.
In fact, on a comparison via Strong's indicates clearly that the phrase "The Day of the LORD (or That Day) is always seen as occurring at the end of the age when all the nations come against Ysrael culminating on the Plains of Meggido. Additionally, Christian expositors see the reference to The Angel of the LORD in Verse 8 as always attached only to Yeshua ha Maschiach rather than using the appelation "An Angel of the LORD.
Your point is well taken concerning Rome's oppression of Jerusalem (indeed all of Ysrael and Judah) being successful for their moment in history... however, that observation begs the question of where is the mighty Roman Empire today? Like all that have come against the for the Ah'lul Kitab(The People of the Book) , destruction appears inevitable...