salvation (v.9) — here, salvation from God’s wrath in the Tribulation
through (v.9) = by means of
who died for us (v.10) — as 1 Thessalonians is the first book written by Paul, this is the earliest written statement in Scripture that Christ died on the behalf of men, a doctrine revealed first to Paul.
that (v.10) = in order that — denoting purpose — He died that we should live together with Him
wake or sleep (v.10) — from both immediate context and from Paul’s use of these terms in other places, it’s possible that he’s referring to watching and being sober or being lax and indifference. Once we are saved, our salvation is assured, whether we are living soberly or living indifferently. But Paul was also talking about believers who are alive and have died at the Rapture in this passage, so it’s possible that is his meaning here. Or maybe both? Here’s Vine’s take:
The subjects of the rapture are described in 4:17 without qualification or limitation further than this, that they belong to Christ (1 Corinthians 15:23). The spiritual condition and attainment of believers vary widely, but every believer has spiritual life, however meager his spiritual attainment may be, however low his spiritual condition may fall. That the lax and indifferent will suffer loss is elsewhere plainly taught by Paul (1 Corinthians 3:15; 9:27; 2 Corinthians 5:10, e.g.), but in this place he does not deal with that aspect of the subject. He does, however, put beyond question that the rapture of believers at the Parousia will not depend on their condition or attainment but solely on the death of the Lord Jesus for them. — Vine, page 81.
comfort (v.11) = encourage, to call one to be close beside
