The Jerusalem Talmud relates that the enemies once heard Jews blowing the shofar during morning prayers. They thought it was a war cry and attacked the worshipers. Therefore, the sages instituted that the shofar be blown during the Mussaf prayers.
The verse “One thing I asked of God” represents the essence of our spiritual task in the month of Elul. “That I dwell in the House of God all the days of my life” - just this. No confusion. When this is the case, Divine assistance is granted.
We have the custom to blow the shofar throughout the month of Elul as a preparation for Rosh HaShanah. The shofar comes to wake us up but also to gather us together in order that we can return to God together.