We must understand what is meant by the "great shofar." It is written:1 "The L-rd G-d (Adnay Harayah) shall sound the shofar and go forth in a southerly storm wind." This prophecy by Zechariah also deals with the "latter days" of [this,] the final exile. [All that is mentioned in this prophecy is that G-d will sound the shofar.] What is meant, then, by the sounding of the "great shofar"?
The matter is as follows: "The L-rd G-d shall sound the shofar," alludes to the shofar which will announce the battle which G-d will wage against the nations that were very sinful, especially those that dealt wrongfully with the Jewish people. The sound of this shofar will be heard when G-d goes forth "in a southerly storm wind," i.e., when G-d does battle and destroys the sinful nations. Two of G-d's names are mentioned in this prophecy, that of Adnay and Havayah. The name Adnay denotes G-d's justice, while Havayah is indicative of His mercy.2 Though battle and destruction are matters of stern justice, [yet the name Havayah is also mentioned, since] in truth, stern justice is also an act of mercy. A battle and its concomitant destruction does more than cleanse sinners; it also serves as a form of preparation for the complete Redemption through our righteous Moshiach.
The "great shofar" shall fan the essential Jewish spark within all Jews, so that each one, in accordance with his or her spiritual standing, will become better and more spiritually elevated in Torah and mitzvos life. When Moshiach comes, there will then be fulfilled that which is written:3 "You shall be to Me a kingdom of priests and a holy nation." For the birthpangs of Moshiach will have cleansed the Jewish nation from all our accumulated [corporeal] grime. The "great shofar" shall awaken [within all the ability] to truly perceive G-d's holiness. Even "lost and banished" Jews who have fallen so low that they are ashamed of the name "Jews" and are angered when reminded of their Jewish ancestry, doing everything in their power to distance themselves from Judaism, even such Jews will come to recognize, through the sound of the shofar and the "southerly storm winds," that they are Jewish.
We readily observe that this is so. The "birthpangs of Moshiach" have already had a moving effect on all, and to a certain degree have brought Jews closer to Judaism. We will become closer still. These tribulations are all categorized as afflictions preceding the coming of Moshiach. However, the "great shofar" is a manifestation of G-d's fatherly and loving call that will reach all Jews, even those who are "lost and banished."
In summary: "The L-rd G-d shall sound the shofar", refers to the shofar of battle, when G-d "goes forth in a southerly storm wind" to destroy the sinful world and bring wayward Jews back to the fold. Adnay is [the Divine name denoting the] stern justice of the "birthpangs of Moshiach." Havayah is [the Divine name denoting] the merciful preparation for the complete Redemption. "Sounding the great shofar" refers to G-d's loving call to repentance, which will be directed toward all Jews.