What does 2 stage heat, 2stage cool mean ?

I can only speak for a AC unit. Most large scale AC units have multistage cooling. If you're AC unit is only dealing with a light load, it doesn't need to be completely only so only the first stage will be running. Depending on the size of the unit, this could mean that it is only running at half capacity or even less. It is a feature that extends the useful life of the unit in question.

The stages refer to BTU output. Many basic heaters have a single stage BTU burner and a multi speed motor. 2 stage units will have a programmed 2 BTU output and motor speed. Same basic concept for AC except in reverse. They cost more but theoretically save money.