Radak: There was no other shade to lie under in the Midbar, other than this one Rosem.

Malbim: This was a different Rosem (refer to 19:4:4:2).

Radak: "Zeh" does not come to identify the angel, rather, the selection of the time, like Hinei. This is like "Kol Dodi Hinei Zeh Ba" (Shir ha'Shirim 2:8). One of these words (Hinei or Zeh) would have sufficed. Both are written to teach the rapidity. Once he slept, an angel immediately came and woke him.

Malbim: It was not really a Rosem. Really, it was an angel that appeared like a Rosem.