What do we learn from "v'Heiveisi Es ha'Shelishis ba'Esh"?
Rashi citing Targum Yonasan: I will bring the third in affliction ? in a furnace of fire. Some of those who convert will suffer, together with Yisrael, the afflictions of the birth-pangs of Mashi'ach and the war of Gog and Magog. This will test that they are true converts. Many of them will return to their bad way, and join with Gog, like it says in Avodah Zarah 3b.
Radak: I will bring them in afflictions like fire. It says fire, for it compares [testing the converts] to refining silver. So they will be purified and tested via bearing difficult afflictions with a good heart.
Why does it say "u'Tzraftim" and "u'Vchantim"?
Malbim: After refining to remove impurities, I will test if they were refined properly.
Why does it say "ki'Vchon Es ha'Kesef"?
Malbim: They test gold that is melted and refined more than silver, until it is clean gold. I.e. I will leave only absolute Tzadikim.
What is the Chidush that Hashem will answer when he calls to Him?
Malbim: I will answer him immediately.
What do we learn from "[Amarti Ami Hu] v'Hu Yomar Hashem Elokai"?
Rashi: He will pray to Hashem, and not to his first gods.
Malbim: There will constantly be Hashgachah Pratis and closeness to Elokim.