Why does it say "va'Hakimosi Aleichem Tzofim Hakshivu l'Kol Shofar"?
Rashi: Tzofim are people who stand on towers at a time of Cherum (hostility), and see. If troops approach the city, he blows the Shofar and warns the people to come to the wall [to fight the troops]. I already established Nevi'im to inform you of the coming punishments, so you would be zealous to fix your ways and be saved. This is like a lookout blowing the Shofar.
Radak: I established for you true Nevi'im, who tell you to heed the Shofar. See how the false Nevi'im make empty promises to you - 'you will have Shalom.' Hear the Shofar that they blow around you, due to the enemy, to make people flee.
Radak citing Targum Yonasan: I established teachers for you; accept the words of the Navi 1 .
Malbim: Hashem saw that you do not want to repent via arousal of intellect. He wants to arouse you via fear of punishments. We find that Nevi'im are called Tzofim - "Tzofeh Nesaticha l'Veis Yisrael" (Yechezkel 3:17). They tell you to heed the sound of the enemy's Shofar - they are coming for war! Fear the punishment, i.e. their sword!
I do not know why he translates "Kol Shofar" to mean 'the words of the Navi. (PF)
Why did they say "we will not listen"?
Radak: We are not concerned for all this; we are in Yerushalayim, we will be b'Shalom.