Psalm 2 is speaking about king David. King David is the anointed one ( (messiah means 'anointed one'), see I Samuel 16:12-13. Here the prophet Samuel anointed him, something that never happened to Jesus, he was never anointed by a prophet, but only by a sinful woman, something that means nothing of course.

"I have set my king upon Zion, my holy hill." King David reigned from Zion, he lived there and is buried there, but to Jesus nothing of this applies, he was never a king, and he never ruled from mount Zion.

"He said to me; You are My son, today have I begotten you." This does not mean that king David was a physical son of God. The term son of God is used for people or angels who are especially beloved or favored by God, as we can see in Genesis 6:4, Job 1:6, 2:1, 38:7, and Psalm 82:6, 89:6, and many other verses. Verse 8: "Ask of me and I will make the nations your heritage, and the ends of the earth your possession. You shall break them with a rod of iron, and dash them in pieces like a potters vessel." All this applies to King David, God gave him victory over all his adversaries, but nothing of this applies to Jesus. The claim that Jesus is going to do this after his second coming is a worthless claim because everybody can make a claim like that. Therefore it is absurd to say that this applies to Jesus in stead of King David.