The gathering of the world kings with the beast against the Lamb is the signal for Christ’s coming; therefore He here gives the charge to be watching for His coming and clothed in the garments of justification and sanctification, so as to be accepted.
thief - (Mat 24:43; 2Pe 3:10).
they - saints and angels.
shame - literally, “unseemliness” (Greek, “aschemosunee”): Greek, 1Co 13:5 : a different word from the Greek in Rev 3:18 (Greek, “aischunee”).