From the lightning in the sky As it passed me flying by— From the thunder and the storm—
The anaphora continues ("from […] from") as the speaker tells us about some other things in which he finds this mysterious mystery.
He sees the mystery in the lightning in the sky when it shoots past him ("passed me flying by"), and in the thunder and the storms that he sees overhead.
So, these often powerful, terrifying, natural events (storms, thunder, lightning) actually cause other feelings in the speaker?
It sort of seems that way doesn't it? They are a source of mystery—power, inspiration, the divine, whatever it may be.
It's entirely possible that the speaker is talking about all these terrifying, tumultuous things because they somehow reflect his own inner turmoil.
Recall, for example, that the speaker describes his life as "stormy"—rough, tough, difficult.
By seeing the mystery in storms and thunder, the speaker may be trying to look on the difficulties of his life as a source of power or inspiration.
And the cloud that took the form (When the rest of Heaven was blue) Of a demon in my view—
The poem's dramatic conclusion devotes three lines to the last source of mystery: a cloud that takes the shape of a demon in the speaker's eyes ("view").
Hmm—this is Poe we're dealing with here, so we suppose the whole demon thing is pretty standard stuff.
But what's the deal with it?
Well, in a poem that is about alienation and loneliness, it seems only natural that various "demons" would pop up all over the place, right? When you're in a bad mood, or feeling negative, you start looking at everything around negatively.
Now that we think of it, we can't help noticing that this passage has an image of alienation jammed right in the middle of it.
The "rest of Heaven" is blue, except for a cloud that looks like a demon.
That describes the speaker just perfectly. He's the "demon," while everybody else around him is the blue heaven.
Okay, don't take this too literally. The idea is simply that everybody else is one thing ("blue"), and he is another thing, that one "cloud," so to speak.
In this way, the poem ends where it started—by talking about alienation.
But there's one important difference. The speaker has spent the second half of the poem talking about a mystery. We can't help feeling that, while he may have felt lonely, he definitely was able to tap into something pretty cool.