Ezekiel talks of a pilgrimage, which, according to A. Raghu, might be a metaphoric pilgrimage of life. The pilgrims start out. They find the pilgrimage so "exalting" to their minds that all their "burdens"--their physical burdens of pilgrimage and their metaphorical burdens of woe, care, worry, illness, poverty, or whatever else life presents as a burden--grow "light." The burdens undergo a metamorphosis: they become what they are not; they become the opposite of what they are.
"The second stage" refers to the second stage of the pilgrimage. The pilgrims have been journeying and thought is free to roam as bodies become weary. The initial exaltation yields to a reasoned exploration of their beliefs and of the "call" to pilgrimage. Again, employing the double meaning of metaphor, the call is on one level the call to pilgrimage, while on a second level (like the second stage) the call is to a direction of participation in life, a chosen course or path through life.
While the pilgrims explored the call on both levels, they did not "test," or challenge, the call. No pilgrim challenged or questioned the purpose or value of the pilgrimage, while on the metaphorical level, no pilgrim challenged the purpose and value of life. Perhaps in their exploration of the call, questions were raised, but no challenges were hurled down because of the questions. In the final line it is abruptly discovered that before the exaltation and during the exploration of the call, there was rage, rage over the thing or things that prompted the holy pilgrimage or quest, which are the exploration of spiritual value and meaning and the metaphorical quest for meaning and value in life.
As to the importance of phrases, Ezekiel does an interesting thing in this stanza. He starts out with a joyous emotion (exaltation) then moves to its aftermath (contemplation, exploration), and lastly reveals the preexisting underlying emotion of anger. This takes the reader by surprise and may force some to reread the lines to see what they missed or to see how the lines fit together as the introduction of anger seems unusual after starting out with a celebratory tone of exaltation.
Another instance of the importance of phrases is the idea of a "second stage" in conjunction with exploration that is then immediately opposed by testing (or challenging), which means to put to trial the quality of a thing (Dictionary.com) or to justify the truth or value of a thing. The opposition of "explore" and "test," one being emotionally passive or neutral and the other being emotionally negatively charged, foregrounds the possibilities of either wavering conviction to ideals or barely restrained opposition to ideals, suggesting another more active ideology.