When is "ba'Yom ha'Hu"?
Rashi: It is impossible that the Palit (one who escaped) will come on the day of the Churban 1 ! Rather, it is on the day that he will come to tell you.
Radak: It seems that it is "b'Yom Kachti" (25), the day of the Churban. However, this cannot be 2 ! Rather, "b'Yom Kachti...; ba'Yom ha'Hu" is like "b'Yom Hakosi Kol "b'Chol" (Bamidbar 3:13), "v'Hayah ba'Yom ha'Hu Shoresh Yishai" (Yeshayah 11:10), "v'Charah Api Vo va'Yom ha'Hu" (Devarim 31:17), i.e. at that time (but not necessarily the same day).
Malbim (33:21): It is the day of the Churban. Hashem told Yechezkel that day; the Palit came later and informed all Bnei Golah.
Refer to 24:26:1:2*.
Radak: The Churban was on the 10th of Av, and the Palit came on the fifth of Teves (33:21)! How did five months pass before they found out? Perhaps Bavel's army went to capture another place, and took the captives with them, before coming to Bavel. (The Palit came in the 12th year. If the years are counted from Nisan, there was a year and five months in between! Even though we count the years of Jewish kings from Nisan, perhaps the years of Galus are counted from Tishrei, like years of Nochri kings. - PF)
What is "Lehashma'us Aznayim"?
Rashi: To inform that the city was stricken.
Radak: To inform them of the Churban. Perhaps Lehashma'us Aznayim implies that it will not be based on what he saw - perhaps the Palit will be from Eretz Yisrael, outside Yerushalayim.