Dig thou through the wall - This refers to the manner in which Zedekiah and his family would escape from the city. They escaped by night through a breach in the wall. See Jeremiah 39:2-4; and 2 Kings 25:4.
Matthew Henry
Concise Bible Commentary
By the preparation for removal, and his breaking through the wall of his house at evening, as one desirous to escape from the enemy, the prophet signified the conduct and fate of Zedekiah. When God has delivered us, we must glorify him and edify others, by acknowledging our sins. Those who by afflictions are brought to this, are made to know that God is the Lord, and may help to bring others to know him.
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Cross References
This was to shew that Zedekiah should escape from the city through a breach in the wall