The Prophet's lineage is listed backwards four generations until, according to the Ibn Ezra, a distinguished ancestor, Chizkiyah, presumably "Chizkiyahu HaMelech," the righteous King, is encountered. From the chronology presented, it can be deduced that the average age that each of the four generations begat children was quite young (there could have been no more than sixty eight years for all the four generations), and furthermore, Tzefaniah was quite young when he assumed the role of Prophet.
RADAK mentions that Tzefaniah prophesied at the same time as two other prophets; namely, Yirmiyahu and the prophetess Chuldah. Yirmiyahu prophesied in the markets, Tzefaniah in the synagogues, and Chuldah prophesied to the women.
The Prophecy of Tzefaniah preceded, and to some degree, perhaps caused, the Repentance that was performed by the King Yoshiahu, about which it is said, "and like it no other king repented, with his whole heart, and with his whole soul and with all his might, and afterwards, there arose none like him."
Nevertheless, because of all the accumulated evil of the Kings of Yehudah, Exile and Destruction were not averted, but only postponed. Nevuchadnezzar, King of Babylon and the Chaldes began the process of exiling the Jewish People in the time of Yehoyakim, continued it during the reign of Yehoyachin and completed it, along with his Destruction of the First Temple during the reign of King Tzidkiyahu.
The idea of searching by candles is related to the idea that HaShem uses when He says, "For the Candle of HaShem is the soul of man, searching out all the innermost recesses of the body." This is a reference to the conscience, built into the human being by the Creator.
Someone who believes that HaShem "does neither good nor harm" denies the doctrine of "Hashgachah Pratit," Personal Supervision by G-d of the conduct of every human being, and the doctrine of "Sechar V'Onesh," Reward and Punishment, the first of which affirms that HaShem is involved with the world that He Created, and the second of which affirms that he rewards and punishes according to the principle of "midah k'neged midah," "measure for measure."
Here the expression "Day of the L-rd" refers to the Day of the Destruction of the Holy Temple and of the City of Yerushalayim. Sometimes it refers to the Final Day of Judgment. In general, it refers to a Day of Cataclysmic significance, affecting humanity as a whole.
In the middle of Chapter Two, there is a transition from the Day of Destruction of Yerushalayim to the ruin that HaShem will visit upon the enemies of Israel.
"Therefore, as I live,
In the above verse, Tzefaniah refers to Nineveh, the Capital City of Babylon, saved form destruction once by the Prophet Yonah, when it did collective Repentance. But it has been a downward moral slide since then into every manner of evil and corruption and persecution of Israel. HaShem will bring it down from its height of arrogance to utter disgrace.
"Woe to her who is filthy and polluted,
The term used for "oppressing," is "ha-Yonah," with exquisite irony in choice of words, the name of the Prophet who sought to protect Yerushalayim is invoked to describe it in its evil state, immediately after discussing the City of Nineveh, that Yonah the Prophet would have sacrificed.
According to the RAMBAM, Tzefaniah was a link in the Chain of "Mesorah," and received the Tradition of Torah from Chavakuk and his court.