Q: What did Jesus mean when He said, “…of him also shall the Son of man be ashamed, when He cometh in the glory of His Father with the holy angels”?

A: First, let us read the whole verse: “If anyone is ashamed of me and my words in this adulterous and sinful generation, the Son of Man will be ashamed of him when he comes in his Father's glory with the holy angels.” (NIV)

Jesus specifies when this will occur – “when He comes in His Father’s glory with the holy angels,” at His second coming as Messiah.  Since “the adulterous and sinful generation” Jesus was addressing right then, have died, I believe the ones He will be ashamed of will be those Israelites still alive on the earth after the tribulation, who have never believed that Jesus is the Messiah, and have rejected Him and His words.

This has nothing to do with the issue of their final reconciliation.