Construction tasks are inherently unpredictable, with dynamic environments and safety-critical demands posing significant risks to workers. Exoskeletons offer potential assistance but falter without accurate intent recognition across diverse locomotion modes. This paper presents a locomotion prediction agent leveraging Large Language Models (LLMs) augmented with memory systems, aimed at improving exoskeleton assistance in such settings. Using multimodal inputs - spoken commands and visual data from smart glasses - the agent integrates a Perception Module, Short-Term Memory (STM), Long-Term Memory (LTM), and Refinement Module to predict locomotion modes effectively. Evaluation reveals a baseline weighted F1-score of 0.73 without memory, rising to 0.81 with STM, and reaching 0.90 with both STM and LTM, excelling with vague and safety-critical commands. Calibration metrics, including a Brier Score drop from 0.244 to 0.090 and ECE from 0.222 to 0.044, affirm improved reliability. This framework supports safer, high-level human-exoskeleton collaboration, with promise for adaptive assistive systems in dynamic industries.