Rabbotai,
The Gemara presents a whole discussion about the impossibility of the Moshiach's coming Shabbas, Yom Tov because he wouldn't travel past techum Shabbos. We don't actually know where he's coming from, however, nor does the Gemara mention it. Presumably he'd be coming from wherever he lives. We don't actually know who he is until Hash-m reveals him. If he's coming to the lishka hagazit, (which no longer exists but that's another question), he may be coming from his house in Yerushalayim or a neighboring area not past the tchum. Maybe he lives in chutz l'aretz and will have to fly over before or after Shabbos to appear. Maybe we won't even know that it's he until after he does his shelichut as the Rambam suggests in Hilchot Melachim, (that's how we know it's he for sure). Or he may be staying somewhere nearby. What forces the Gemara to say that he'd be traveling past the tchum if he came Shabbos or Yom Tov?
B'kavod,
Sam Kosofsky
(a) According to the conclusion of the Gemara, the Heter to drink wine on Shabbos and Yom Tov for someone becoming a Nazir is conditional on the coming of Eliyahu, and not the coming of Mashiach. Since Eliyahu is a Mal'ach, it is certainly reasonable to assume that he will have to come from Shamayim, which is much farther than the 2000-Amah Techum, to the earth.
(b) According to the Gemara's initial assumption that the Heter for the Nazir to drink wine is conditional on Mashiach himself coming, the only reason we say that he will come from beyond the Techum is to resolve the Beraisa which permits drinking wine on Shabbos when one made an oath to become a Nazir on the day that Mashiach comes. The Gemara was forced to say that the Mashiach is going to come from beyond the Techum (and thus he will not come on Shabbos, and the prospective Nazir may drink wine on that Shabbos), and did not say it based on any logical source or reason.
We could perhaps explain the Gemara's initial assumption, though, as follows. The Gemara in Sanhedrin (98a) says that if Mashiach comes at the destined time ("b'Itah"), he will come as a poor person, riding on a donkey. If, on the other hand, Hash-m causes Mashiach to come earlier ("Achishenah") than his destined time, then he will come "on the clouds of Heaven," that is, from Shamayim, riding on the clouds, which is farther away than 2000 Amos, and is above 10 Tefachim. If so, perhaps the Gemara assumed that we do not suspect the day which the Nazir made his oath to be the destined day of the arrival of Mashiach (since that day is only one day in the history of the world). Rather, we only suspect that this day might be the day of "Achishenah," and if so the only concern is that he will come via the clouds, and on Shabbos he will not come because he is outside of the Techum.
(c) Regarding your question that perhaps the Mashiach will not stand before the Beis Din ha'Gadol, you are correct, and the Gemara is only concerned for it l'Chumra, as a stringency. Regarding establishing the Beis Din ha'Gadol in our days, the Rambam discusses at length, in Perush ha'Mishnayos, how it is possible to do this.