1)
What was the shame?
1.
Radak: It was exile.
2.
Malbim: The nations that dwell among us, [our destruction] was shameful for them.
2)
What is "Keles"?
1.
Rashi: It is an expression of speaking detrimentally, like "l'Mashal" (Devarim 28:37).
2.
Radak: It is mockery and reviling, like "v'Kalasah l'Chol ha'Aratzos" (Yechezkel 22:4).