Our Sages reveal that mashiach ben yosef will arrive first, followed by mashiach ben david. David is a descendant of Yehuda. The Ariza"l reveals that Yehuda has the letters of the Divine Name in his name, plus a letter Daled. Sfas Emes explains that Yosef signifies addition, which comes from going up to the source of blessing. Yehuda and David signify receiving the blessing at the bottom of the ladder, together with an understanding that the sole purpose of receiving is to be able to reflect Hashem's Light into the world. Shabbos is the day that we connect to Yosef - we go up to the source. The six days of the week we receive the blessing down here and we reflect it to the world around us. Mashiach will first come at the source and only then can he be revealed down here.