Jesus's Clever Way to Say, "I am the Messiah"?

I've been wondering about the story of Jesus riding into Jerusalem on a donkey.  Could this have been Jesus's first public messianic proclamation (relying on his Jewish audience's connecting it to the Zecharaiah prophecy*)?  Is it probable that the Jewish audience would have recognized the messianic proclamation, but that the Roman authorities wouldn't have understood it?  Would the Roman authorities have understood the crowd's palm branches and chanting of "son of David" and "Hosannah" as messianic?  Or would they have thought that it was just some sort of strange greeting for a weird religious dude riding on a donkey?   If they wouldn't have recognized the messianic implications, then did Jesus find a clever way to say to his Jewish audience, "I am the Messiah," without tipping off the Romans?  

Further, would this leave the Temple authorities in a dilemma?  Do they inform the Roman authorities, who would try to arrest Jesus and perhaps cause a riot?  Do they themselves try to arrest Jesus and perhaps also cause a riot?  Do they do nothing and hope Jesus does nothing?  Do they hope for an opportunity to arrest him in secret, so there's no danger of a riot? 

Even further, would Jesus be clever enough to know that he had put the Temple authorities in such a dilemma?   Would Jesus now be in charge of events for the last week of his life?  Remaining in the safety of the crowd, until it left in the evening, and he along with it?  Choosing to remain in Jerusalem Passover night at a secret location, and then retire to the seclusion of the garden and wait for the Temple authorities to take advantage of their golden opportunity? 

*"Rejoice greatly, Daughter Zion!
    Shout, Daughter Jerusalem!
See, your king comes to you,
    righteous and victorious,
lowly and riding on a donkey,   
    on a colt, the foal of a donkey."
(Zechariah 9:9)