Prayer is not an additional piece of armor but undergirds the whole of standing firm in the armor of God. When Paul says "at all times" he uses a term in the Greek that denotes "crucial moments." When the battle rages and key issues are at stake, we must always go to God in prayer. Supplication means "bringing specific requests" to God in prayer. We are to pray for all the saints and do so with alertness. That means we are awake to the key problems and issues that face us as part of Christ's body. Of particular importance is prayer for gospel boldness.
The whole world is opposed to the gospel and in our day, many churches are as well. Those "churches" who have become friends with the philosophies and practices of the world will oppose the gospel as strongly as the pagan world will. Paul asked for prayer to boldness as he was to be brought before the authorities in Rome. Rome had a system in place that accommodated the Jew and various pagans, but Christianity was something new. The "one new man" (Ephesians 2:15) was made up of Jews and Gentiles who had been made alive through faith in Christ by means of the gospel. The easy way out for Paul would have been to just let the Roman authorities think that he merely represented a new sect of the Jews. His prayer was for boldness to proclaim the truth and face persecution that might lead to his death.
Paul's reference to being an "ambassador in chains" is ironic because ambassadors generally had diplomatic immunity. This sermon expounds these matters and teaches about the access to God that all believers have in prayer.
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