‘And this word, “Yet once more”, signifies the removing of those things which are shaken, as of things that have been made, that those things which are not shaken may remain.'
For this ‘yet once more' (speaking from the time of the prophet) signifies that God was again to finally shake creation once and for all. It was shaken by the coming of Christ and of the Holy Spirit bringing His Kingly Rule among men, for it was through His coming that the house of David would triumph and be made God's sign (Haggai 2:23). But it will be shaken even more in its final destruction, which is to be the result of His coming, for the words ‘yet once more' signify the once-for-all final removal of the things that have been made. All that is shaky and of this creation will be removed because they are things that are made. But what will not be shaken, and cannot be shaken, are the things which have not been made, that which is spiritual and connected with Jesus Christ and God's Kingly Rule, and they will remain. The things that are seen are temporal, they will come to an end, the things that are not seen are eternal, they will endure (2 Corinthians 4:18).
In the next verse he specifically includes among the things that cannot be shaken the Kingly Rule of God. It is that which is among us now for those who will respond to it, ruled from Heaven, and we should ensure that we enter into it. For one day the new heavens and the new earth will replace the old, but the Kingly Rule of God will go on, under the God of all Who is Judge, and under His royal King Messiah. It will go on for ever (2 Peter 1:11 compare Ezekiel 37:24-28).
This prophesy from Haggai 2:6-7 had a twofold application. It referred first to the success of Zerubbabel, David's ‘son'. But in the final analysis it related to the coming success of the house of David which Zerubbabel represented, and thus to great David's greater Son, the Messiah, Who would finally bring about all that was promised. The Rabbis also saw the words as Messianic.