What is the nature of the conflict suggested by Proctor's last lines and the final stage directions describing him in Act 2?
We know from Acts One and Two that Proctor feels guilty about his infidelity and that it has caused some significant problems in his marriage. He is very defensive and feels judged by Elizabeth. He insists that "[He'll] not have [her] suspicion anymore," and she says she does not judge him but that "The magistrate that sits in [his] heart judges [him]." In other words, she feels that his own sense of guilt is what causes him to to feel badly, not her judgment of him. When Elizabeth suggests that he made Abigail, his former mistress, some kind of (unintentional and unspoken) promise, he becomes very angry, as he says, "Because it speaks deceit, and I am honest!" It is his perception of himself that causes him such pain and inner turmoil. On some level, he feels terribly guilty for committing adultery, but, on the other hand, he did honestly confess his sin to Elizabeth and loves her: he is not all sinful, but he has done her a wrong, and so he feels a great sense of conflict about whether or not he can still think of himself as a good man.
Proctor's last lines in Act Two seem to indicate, then, that the major conflict is his own internal one. He is speaking to Mary Warren, in the end, but he might as well be speaking to himself. He says,
Now Hell and Heaven grapple on our backs, and all our old pretense is ripped away -- make your peace! [....] Peace. It is a providence, and no great change; we are only what we always were, but naked now.
He has been reticent to reveal what Abigail told him (that the girls were only startled and not involved in witchcraft) or what ulterior motives she might have to accuse Elizabeth because it would mean publicly admitting their involvement and his lechery. When he tells Mary that she will have to turn on Abigail in court now that Elizabeth has been arrested, she says that "Abby'll charge lechery on [him]." His secret is out despite his wish to hide it, and now he fears that his wife will die as a result.
Just as Proctor feels that he has been tainted by his sin despite his attempts to be honest, now he sees that "Hell and Heaven" fight for him and all attempts to hide secrets are futile. He must make his peace with it; nothing has changed except his inability to hide his sin.
Even the stage direction indicates that he seems to be reflecting on his own faults now. He is described as speaking "half to himself, staring, and turning to open the door [....]. He walks as though toward a great horror, facing the open sky." The horror that he must face is the consequence of his sinfulness and pride. He walks toward this horror, however, because he has no choice now but to face it.