1. an OL can target himself with this, though usually he will prefer to use it on a unit of immortals or something. a CCB cannot use Wave of Command on himself, as he is not INFANTRY.
2. MWBD cannot be activated when a unit isn't on the board, and can only be activated on the start of your turn, so on the turn that these units arrive, MWBD isn't happening, as they arrive later in the turn at the end of movement phase.