हज़ार is a loanword from Persian
I believe all words with ज़ are?
Most of them are. Others are borrowed from Arabic, Dutch, Portuguese and English.
Ah, yes, I think I meant that they're all loanwords, because the sound isn't used natively, which is also why there's regional/dialectal variation in pronouncing (and so writing) e.g. sabji/sabzi? Fairly sure I read that, anyway!
Are these two separate numbers: 1, 1000 or just one number: 1000?
If you put a period/full stop between एक and हज़ार, they become - One. Thousand.
If you don't then it is "one thousand".