John Gill Commentary Luke 9:34

"And while he said these things, there came a cloud, and overshadowed them: and they feared as they entered into the cloud." — Luke 9:34 (ASV)

While he thus spake there came a cloud
While Peter was making the above request, before an answer was returned, a cloud appeared, a very uncommon one, as a symbol of the divine presence: "and overshadowed them"; Jesus, Moses, Elias, and the disciples:

and they feared as they entered into the cloud ;
either as they themselves entered into it, that coming gradually over them, because of the glory of it, and the solemnity that attended it; or as Moses and Elias entered into it; and so the Syriac and Persic versions read, "they feared when they saw Moses and Elias enter into the cloud"; which took them out of their sight: just as the cloud received Jesus out of the sight of his disciples, when he ascended to heaven, (Acts 1:9) .