“When must the lulav be shaken?…” 
“…Said Rabbi Yohanan:
‘The shaking shall be towards all four sides —
to the Creator, that all the sides are His;
and it shall be raised and lowered to Him
to Whom the heaven and the earth belong’.” 
Answering the question about when (in the liturgy) the lulav is shaken, Rabbi Yohanan also specifies why it’s shaken.
It seems simple enough: G-d is everywhere, so we wave the lulav in every direction.
But as the Rambam says, “place,” or “direction” or “location” have no meaning regarding G-d, because G-d is non-corporeal: G-d has no physical body, therefore all such “attributes” are meaningless.
Rabbi Morris Lichtenstein similarly taught:
“Any attempt to represent G-d in dimensions of time or space is to limit His presence and diminish His powers…G-d is the soul, the essence of the universe [i.e. of Creation] and His presence is not confined to some far-off sphere or region, but fills the whole universe, every particle and atom of it.” 
“Everything that exists is continually in the process of creation; and the Creator resides with and in that which He is creating.” 
“As the Divine Mind is omnipresent, existing everywhere at the same time, the conception of space is not applicable to Him. ‘Space’ is a human conception [or perception] of the visible boundaries of things. All things occupy space in proportion to their dimensions. The outlines of every individual being or thing extend into space, for everything [created] has form, and that which has form must necessarily have extension. That into which it extends is termed space. But the Divine Mind is a spiritual [i.e. non-corporeal] Reality, void of all form, and free from dimensions, and therefore exists everywhere, penetrates all things, permeates all worlds. There is no presence without His Presence, there is no life without His Life, there is no substance without His Substance, there is no particle, no atom, without Him in its very core. He is in the heart of all beings and fills all reality.” 
Many other rabbinic authors write of G-d’s non-corporeality, but Rabbi Lichtenstein, like Hasidic authors, recognizes that this means that G-d is not merely “in things” — like air inside an empty drinking glass — but “in,” the way water is in the entire ocean, even when expressed as an individual wave. Water is the substance — the main ingredient — of the ocean; G-d is the substance of all reality, but isn’t limited to the expression itself.
G-d’s non-corporeality leads inevitably to G-d’s ever-present nearness:
“Rabbi Pinchas said in the name of Rabbi Yose b. Hanina: ‘An idol appears very near, but is far away. But the Blessed Holy One…appears close and is even closer. A person enters the synagogue and whispers his prayer to the Blessed Holy One, and the Holy One, bless Him, listens’.” 
Yet, there’s a difference, too:
The water that’s in the part of the ocean near America isn’t the same water as the water hitting a beach in the British Isles or Europe.
Not so with G-d.
The G-d to our east — no matter how far — is precisely the same as the G-d to our west, behind us, before us, above us or below us. “Space” has no relevance when talking or thinking about G-d, other than to indicate where we ourselves are in our own perception. When we face east, our “backs” aren’t pointed to G-d in the west; when we face up, our face isn’t pointed away from G-d below us, etc. The difference is only from our point of view, not G-d’s.
Yet, as a pedagogic tool, it might be necessary when waving the lulav to first learn that G-d is “in” each place.
Then, building on that, we can refine our understanding, augmented by daily prayer and meditation, to realize how different that is from saying that water is everywhere in the ocean. [*]
When we understand this more fully, it becomes clear that we’re never separate or absent from G-d, and could never be.
“Rabbi Yitzhak said, ‘The Blessed Holy One said to Mosheh:
Tell [the B’nai Yisrael]
I’ve always existed, I exist now, and I’ll always exist’.” 
“I’ve always existed” —
Since before time and space began.
“I exist now” —
All of time is “now” to Me,
All of space is “here.”
“I’ll always exist” —
After all time and space cease to be.
Thus, we shake the lulav in all six directions as an affirmative statement that wherever we turn our attention — there God is!
 Masechet Sukkah, mishnah 3:9
 Gemara to above
 Lichtenstein, Rabbi Morris; Jewish Science and Health; Jewish Science Publishing Co., © 1925, p. 12-13
 ibid., p. 13
 ibid., p. 13-14
 Konowitz, Rabbi Israel; The G-d Idea in Jewish Tradition; Jerusalem Publishing House, Ltd., © 1989; p. 288-9
[*] We might even keep in mind Rabbi Levi Yitzhak’s “A dudele” (https://rabbielimallon.wordpress.com/2014/08/16/a-dudele-by-rabbi-levi-yitzhak-of-berditchev/), Rabbi Yehudah Ha-Levi’s “L-rd, Where Shall I Find You?”, or Tehillim/Psalm 139.
 Sh’mot Rabbah 73:5; also quoted in Konowitz, Rabbi Israel; The G-d Idea in Jewish Tradition; Jerusalem Publishing House, Ltd., © 1989; p. 3