Jamieson, Fausset and Brown on Revelation 16:15

15. 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--(Mt 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 Re 3:18 (Greek, "aischunee").