What is the significance of coming in fire?
Sanhedrin 39a: A heretic asked, after Hashem buried Moshe, in what Mikveh did He immerse? R. Avahu answered, in fire - "b'Esh Yavo." This is the preferred immersion - "v'Chol Asher Lo Yavo ba'Esh Ta'aviru va'Mayim 1 " (Bamidbar 31:23; water is for what cannot go in fire).
Rashi: He will come against Resha'im with fire of anger.
Malbim: It said "Kol Hashem Meshalem Gemul l'Oyvav" (6). The verse depicts that He comes to pay them with fire. Fire burns, flames and spreads quickly via storm winds, and in a moment ignites everything around it.
Rashi (39a): He merely dispelled the heretic. SMaK (Mitzvah 156) - an apostate wanted to return to guard Mitzvos; enemies burned him. This is considered Tevilah, so we bury him amidst Jews. Chashukei Chemed (39a) - Meforshim say that when Avraham left the furnace, this was his Tevilah, and he was considered a convert. Perhaps Rashi calls R. Avahu's answer a mere Dichuy, for the verse is not a proof (it discusses Tevilas Kelim), but the law is true. (Perhaps SMaK held that he is buried among Jews because he wanted to immerse, and Ones stopped him. He cited the Gemara to dispel objectors. Did he know that the flame touched his entire body at once, even in the ears? How can we learn from Hashem, who is not physical, and Tum'ah does not apply to Him?! - PF.)
What is the meaning of "Lehashiv b'Chemah Apo"?
Rashi: He will return His anger to His afflicters.
Radak: Until now, Hashem's anger was not great against all the nations. Now He will return it with Chemah, which is greater than Af. Chemah is an expression of heating. When one gets heated about what he is angry about, the anger is great. Targum Yonasan is like this.
Radak citing his father: Lehashiv is to burn [in His anger], like "Shaviv Isho" (Iyov 18:5). The grammatical form is like "Lehakel [Kol Nichbedei Aretz]" (above, 23:9). Even though that has a Tzeirei [under the middle letter of the root] and Lehashiv has a Chirik, they are the same form.
Malbim: Chemah is inner anger. Af is the punishment. When He will blow with His anger and stormy punishment, He will blow with flames that will spread over the entire camp of Gog.
What are "[ka'Sufah] Markevosav"?
Radak: His decrees that descend from Shamayim (they are like a storm).
Malbim: [His chariots; this is a metaphor for] coming quickly to punish, like a storm makes a fire flame - unlike nowadays, that He delays punishment until after death.