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We have killed those who are upon the earth. Let us now kill those who are In the sky and they would throw their arrows towards the sky and the arrows would return to them besmeared with blood. And in the narration of Ibn Hujr (the words are):" I have sent such persons (Gog and Magog) that none would dare fight against them. [Sahih Muslim 2937 b] https://sunnah.com/muslim:2937b

What does this mean, who is this referring to, who is in the sky?

I've searched the internet many times for this but the only results to ever appear are repeats of this hadith.

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Earlier scholars didn't even consider explaining this

At first sight the answer seemed very clear to me, but it was really hard to find an explicit quote in a commentary of Sahih Muslim that confirms this. Neither an-Nawawi, nor al-Qurtubi nor any of the known authors of commentaries explaining the content of Sahih Muslim such as al-Qadi 'Iyad, al-Aaby, al-Mubrakpuri, as-Sindi or as-Suyuti even considered addressing this "hadith snippet" (I used this term because the hadith refers to an additional content of a longer hadith). Except with short comments explaining or analyzing the linguistics what seems rather clear -due to the translation- and the statement from the hadith itself:

the mountain of al-Khamar and it is a mountain of Bait-ul-Maqdis

Who is meant?

Now that I got a backup I can safely answer this saying that: After -as stated in the hadith and the longer hadith before this hadith is referring to and also other ahadith in the same chapter- Yaajooj (or Ya'jooj) and Maajooj (or Ma'jooj) have killed all the living people on earth -at least they think so-. They therefore became too self-confident and thought they could kill Allah and who is around Him in the Sky or Samaa'.
So they will throw their arrows to the sky and it would return besmeared with blood -as stated in the hadith-, so that they might really think that they have killed Allah and everything alive. However Allah says:

[Dhul-Qarnayn] said, "This is a mercy from my Lord; but when the promise of my Lord comes, He will make it level, and ever is the promise of my Lord true." (98)
And We will leave them that day surging over each other, and [then] the Horn will be blown, and We will assemble them in [one] assembly. (18:98-99)

To show that the swarm down of Yaajooj and Maajooj is a sign of the day of resurrection (key words marked bold).
And therefore Allah show them His Might by killing them at once, as some other ahadith show.

Sources addressing and explaining

But in modern day or contemporary commentaries your inquiry was addressed.
For example in Tawfeeq ar_Rabb al-Mun'im توفيق الرب المنعم (Volume 8, page 338) you may find the following of Sheikh ar-Rajihi عبد العزيز بن عبد الله الراجحي: enter image description here

Which only addresses the sentence:

We have killed those who are upon the earth. Let us now kill those who are In the sky and they would throw their arrows towards the sky and the arrows would return to them besmeared with blood.

and commenting that this is a trial for them as they would say they killed those who are in the sky and Allah will extinct them later at once.

While in Takmilat Fath al-Mulihm تكملة فتح الملهم (Volume 6, page 308) of Muhammad Taqy al-'Uthmany محمد تقي العثماني you find: enter image description here

Where:

Let us now kill those who are In the sky

Is explained as follows:
In the following I'll be translating from Arabic language, as these translations are mine take them carefully

They mean (or refer to) Allah the Almighty, Allah forbid, or those with the highest status.

The blood besmeared arrows are explained as injured birds. The last sentence/explanation could possibly be found in al-Mirqaat.

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