Abraham - establishing the new nation
From Mr. Cramer:
YHWH visits a man named Abram and tells him: “Leave your country, your people and your father’s household and go to the land I will show you.” YHWH wants it to be clear that he is creating a new people, so Abram must disassociate himself with any previous allegiances or ties he had, whether that be his nation, people, family, or land. Along with his instructions, YHWH lays out to Abram how he plans to use him:
“I will make you into a great nation
and I will bless you;
I will make your name great,
and you will be a blessing.
I will bless those who bless you,
and whoever curses you I will curse;
and all peoples on earth
will be blessed through you.” (Gen. 12:2-3)
In other words, God is not making a new nation simply to have another nation added to the mix. This nation is not to be like the other nations of the world who focus on their own national self-interests. Rather, the nation God intends to create is to be a blessing on all people of the earth. It is to be a nation for the nations.
The earthly kingdom - oppression
The tribes of Israel (Abraham's son Issac) do not look like the neighboring kingdoms. They have no king except when they are held in captivity in Egypt. There is a leader (eg. Moses), but he does not rule over anyone, he acts as a judge between disputes. During the wilderness wandering, Moses establishes a judicial system to do this work for him, decentralizing the work. But when the tribes settle in their promised land, they reject God's rule and plead for a king "to be like the other nations."
Samuel told all the words of the LORD to the people who were asking him for a king. He said, "This is what the king who will reign over you will do: He will take your sons and make them serve with his chariots and horses, and they will run in front of his chariots. Some he will assign to be commanders of thousands and commanders of fifties, and others to plow his ground and reap his harvest, and still others to make weapons of war and equipment for his chariots. (1 Samuel 8:10-12)
So God relented, and gave a king to Israel. They then suffered under kings' rule and in exile until Christ came.
The heavenly country - freedom
God in flesh then came to preach good news to the poor, and set the captives free (Luke 4:16-19). He brought with him the Kingdom of God, which is not of this world (John 18:36).
The early saint Stephen touched on this history above, and in Acts 7 he detailed the history up through David and Solomon building a house for the Lord on the land, made of stone. He then said, "the Most High does not live in houses made by men" quoting Isaiah:
This is what the LORD says:
"Heaven is my throne,
and the earth is my footstool.
Where is the house you will build for me?
Where will my resting place be? (Isaiah 66:1)
Peter said Christians are exiles on this earth, strangers in this world (1 Peter 1; 2:11).
The author of Hebrews liked the first story of Abraham with the current state of Christian life - that of leaving behind our old countries and going to the new country, which is a heavenly one.
By faith Abraham, when called to go to a place he would later receive as his inheritance, obeyed and went, even though he did not know where he was going. By faith he made his home in the promised land like a stranger in a foreign country; he lived in tents, as did Isaac and Jacob, who were heirs with him of the same promise. For he was looking forward to the city with foundations, whose architect and builder is God.
By faith Abraham, even though he was past age—and Sarah herself was barren—was enabled to become a father because he considered him faithful who had made the promise. And so from this one man, and he as good as dead, came descendants as numerous as the stars in the sky and as countless as the sand on the seashore.
All these people were still living by faith when they died. They did not receive the things promised; they only saw them and welcomed them from a distance. And they admitted that they were aliens and strangers on earth. People who say such things show that they are looking for a country of their own. If they had been thinking of the country they had left, they would have had opportunity to return. Instead, they were longing for a better country—a heavenly one. Therefore God is not ashamed to be called their God, for he has prepared a city for them. (Hebrews 11:8-16