Why does it say "Hishamru b'Nafshoseichem"?
Malbim: One is liable Misah [in Beis Din] and Kares for Chilul Shabbos.
Why is he warning about guarding Shabbos? They had many Aveiros, including idolatry!
Radak (25): Guarding Shabbos is a great fundamental in Emunah in Hashem, creation of the world and signs and wonders, and fulfilling the entire Torah. Anyone who guards Shabbos properly, even if he serves idolatry like the generation of Enosh, they pardon him (Shabbos 118b). "Ashrei Enosh Ya'aseh Zos u'Ven Adam Yachazik Bah Kol Shomer Shabbos me'Chalelo" (Yeshayah 56:6) - we read me'Chalelo like Machal Lo. The first Mitzvah that Yisrael were command before Matan Torah was Shabbos. Guarding Shabbos is so great that Churban ha'Bayis is attributed to it - "v'Hitzati Esh bi'Sh'areha v'Achlah Armenos Yerushalayim" (verse 27). Chazal (Shabbos 119b) learned from here that fire is common only in a house in which there is Chilul Shabbos.
Malbim (19): After Hashem decided on His decree [of the Churban], Midas ha'Rachamim gave them a cure that Yerushalayim not be destroyed - if they will guard Shabbos. Anyone who guards Shabbos properly, even if he serves idolatry like the generation of Enosh, they pardon him (Shabbos 118b). This is because guarding Shabbos testifies to belief that the world was created, and Hashgachah, and refutes idolatry. If so, the sin of idolatry cannot cause the Churban, since guarding Shabbos testifies oppositely, that Hashem created the world and changes the Ma'arachah. If Yisrael would guard two Shabbosos, they would be redeemed immediately (ibid.) All the more so it would prevent the Churban!
Why did he mention bringing in, and not taking out?
Radak (19), Malbim: Yerushalayim was a great city. More people bring to great cities, e.g. villages bring grain, Peros and merchandise, than take out. Radak - also when Nechemyah warned about Shabbos "u'Mevi'im Yerushalayim b'Yom ha'Shabbos", "Va'Yisagru ha'Delasos