I think it may refer to Zerubbabel, the Persian-appointed governor of Judea who was in the royal line of David. Both Haggai and Zechariah had great hope in him. The latter calls him one of two 'anointed ones' (together with the high priest Joshua), represented in his "Two Olive Trees" vision. (Zech. 4:14) The former gets quite specific:
I am about to destroy the strength of the kingdoms of the nations, and
overthrow the chariots and their riders; and the horses and their
riders shall go down, every one by the sword of his fellow. On that
day, says the Lord of hosts, I will take you, O Zerub′babel my
servant, the son of She-al′ti-el, says the Lord, and make you like a
signet ring; for I have chosen you, says the Lord of hosts.” (Haggai
But somehow, Zerubbabel disappeared from history without this prophecy being fulfilled. Some commentators speculate that he was killed by agents of the Persians, who saw him as a threat, due to complaints by Samaritans who were excluded from participating in the rebuilding of the Temple. For example the Jewish Encyclopedia refers to a theory of Ernst Sellin that:
Zerubbabel was actually made King of Judah, but was overthrown and put
to death by the Persians. This kingdom, he believes, was regarded as
If Zerubbabel was the one who was thrust through then, the mourners are those who, along with Zechariah and Haggai, looked to Zerubbabel with the hope that he would restore David's kingdom.
see this question for a discussion of translation issues in the OP's verse.