The Bhagavad Gita with Commentaries of Ramanuja, Madhva, Shankara and Others.
Bhagavad Gita 8.2
http://www.bhagavad-gita.us/articles/364/1/Bhagavad-Gita-82/Page1.html
By Bhagavan Sri Krishna
 

Text 2

adhiyajnah katham ko ’tra
dehe ’smin madhusudana
prayana-kale ca katham
jneyo ’si niyatatmabhih

Translation

Who is the Lord of sacrifice, and how does He live in the body, O Madhusudana? And how can those engaged in devotional service know You at the time of death?

Commentary by Srila Prabhupada

“Lord of sacrifice” may refer to either Indra or Vishnu. Vishnu is the chief of the primal demigods, including Brahma and Shiva, and Indra is the chief of the administrative demigods. Both Indra and Vishnu are worshiped by yajna performances. But here Arjuna asks who is actually the Lord of yajna (sacrifice) and how the Lord is residing within the body of the living entity.

Arjuna addresses the Lord as Madhusudana because Krishna once killed a demon named Madhu. Actually these questions, which are of the nature of doubts, should not have arisen in the mind of Arjuna, because Arjuna is a Krishna conscious devotee. Therefore these doubts are like demons. Since Krishna is so expert in killing demons, Arjuna here addresses Him as Madhusudana so that Krishna might kill the demonic doubts that arise in Arjuna’s mind.

Now the word prayana-kale in this verse is very significant because whatever we do in life will be tested at the time of death. Arjuna is very anxious to know of those who are constantly engaged in Krishna consciousness. What should be their position at that final moment? At the time of death all the bodily functions are disrupted, and the mind is not in a proper condition. Thus disturbed by the bodily situation, one may not be able to remember the Supreme Lord. Maharaja Kulasekhara, a great devotee, prays, “My dear Lord, just now I am quite healthy, and it is better that I die immediately so that the swan of my mind can seek entrance at the stem of Your lotus feet.” The metaphor is used because the swan, a bird of the water, takes pleasure in digging into the lotus flowers; its sporting proclivity is to enter the lotus flower. Maharaja Kulasekhara says to the Lord, “Now my mind is undisturbed, and I am quite healthy. If I die immediately, thinking of Your lotus feet, then I am sure that my performance of Your devotional service will become perfect. But if I have to wait for my natural death, then I do not know what will happen, because at that time the bodily functions will be disrupted, my throat will be choked up, and I do not know whether I shall be able to chant Your name. Better let me die immediately.” Arjuna questions how a person can fix his mind on Krishna’s lotus feet at such a time.

Commentary by Sri Visvanatha Cakravarti Thakur
(combined commentary for verses 1 and 2)

In the eighth chapter, the Lord speaks about pure bhakti and yoga misra bhakti, in reply to Arjuna's questions. He also describes the two destinations of the yogis.

At the end of the previous chapter, the Lord mentioned knowledge of seven items (brahman, adhyatma, karma, adhibhuta, adhidaiva, adhiyajna, and himself, Krishna). Wanting to know about these things, Arjuna asks questions about them in the first two verses of this chapter.

Who is the ruler of yajna in the body (atra dehe) and how should he be known in the body at the point of death? The sentence is completed with the next line.