What was Hashem telling Moshe here, with the distinction between Keil Shakai and Havayah?
Rashi #1 and Rashbam: Elaborating on His previous statement, Hashem is telling Moshe that, although He promised the Avos (to take their children out of Egypt and to give them Eretz Cana'an, 1 He did not reveal Himself to them with the Name Havayah (which has connotations of keeping His promises) but with the Name Keil Shakai. 2 Now however, He was revealing Himself with the Name Havayah, which meant that He was about to keep that promise. 3
Rashi #2 (on Pasuk 9) and Ramban #3: Hashem was bemoaning the loss of the irreplaceable Avos, who did not query Him, 4 even though He only appeared to them with the Name Keil Shakai 5 ; yet Moshe, who had already been informed that he would witness the Name Havayah, is querying Him. 6
Ramban #1 (according to the Ibn Ezra) and Seforno 7 : Keil Shakai 8 denotes that Hashem dealt with them within the realm of nature (including the miracles), whereas Havayah denotes the era of supernatural miracles that was now beginning. 9
Seforno: He was informing Moshe that not only did He create the world, but that He maintains all of His creations, 12 since nothing can exist other than by His ongoing grace.
Targum Onkelos: He informed Moshe that He did not reveal the Name Havayah to the Avos, 13 only that of Keil Shakai.
Oznayim la'Torah: Moshe was afraid that Yisrael were not worthy of redemption 14 - and suspected that the Shibud got worse because of Yisrael's sins. So Hashem explained to him that He was coming to him with the Name Havayah, the Midah of Rachamim which enables Him to keep His promise, even if the recipient is unworthy. 15
Rashi on Pasuk 4: To Avraham in Lech-L'cha (17:8), to Yitzchak in Toldos (26:3) and to Ya'akov in Vayishlach (35:11) - a promise made but not yet fulfilled..
Which meant that the Avos would not witness the fulfillment of that promise.
In other words, Moshe was about to witness what the Avos did not merit to see. See also Rashi on Pasuk 9.
See also Ba'al ha'Turim DH 'Va'eira El Avraham'.
Hadar Zekenim (Pasuk 2), Riva: If the praise of the Avos is that they did not ask Hashem's name, the Pasuk should say so! Also, Hashem told them the name Havayah. What is the praise that they did not ask? Rather, Rashi's first Perush is primary.
See Sifsei Chachamim. In brief, now that Hashem had appeared to him with the Name Havayah, Moshe ought to have understood that He would have mercy on Yisrael, and that He would perform with them wonders and save them. And that is what he should automatically have passed on to Yisrael.
Who explain that the 'Beis' of "be'Keil Shakai" carries forward to "u'Shemi Hashem" (implying "uvi'Shemi Hashem"), with reference to the two different methods of approach that Hashem used with the Avos and with Moshe. See Ramban DH 've'Hinei'.
Which means that Hashem harnesses and overrides the Mazalos - but without changing the laws of nature (which He only does using the Name Havayah).
Ramban: With which He appeared to the Avos. Ha'Emunah ve'ha'Bitachon Perek 6 - this is the display of honor with which He will appear to future prophets. Only Moshe attained the Kisei (ha'Kavod), which is like the body of the Neshamah.
With which He appeared to Moshe (see Ramban, DH 've'Al Derech ha'Emes'.
This is the explanation that Rashi rejects. See also Ramban, Pasuk 2, DH 'Vayedaber Elokim'.
Oznayim la'Torrah: As Chazal said in Shabbos 58, 'Hashem never made a promise to do good and retracted'.
Why did Hashem mention each of the Avos individually?
Rashi: Because He made the promise to save their children to each one independently. 1
The Pasuk connotes that Hashem revealed himself to each of the Avos with the name Shakai. We do not find so regarding Yitzchak!
Hadar Zekenim: He said to Yitzchak "I will fulfill the oath that I took to Avraham", which was with the name Shakai.