"What does all this mean?"
Mrs. Smith says this as the Fire Chief sees Mary and recognizes her as the woman he loves. The statement represents the question brought up by the play itself, as this absurdist comedy makes one curious as to what they are seeing.
"That sent chills up my spine..."
This is Mrs. Martin's response to Mary's poem, recited in honor of the Fire Chief. It plays on the fact that everything in Mary's poem 'caught fire' and thus how one thing, fire--being hot, creates chills--which are cold. This illuminates how in life one thing can mean something entirely different for one person from the next.
"How bizarre, curious, strange! Then, madam, we live in the same room and we sleep in the same bed, dear lady. It is perhaps there that we have met!"
Mr. and Mrs. Martin have been going on about the bizarre coincidences that have led them to meeting in the Smith's home today, and with each coincidence they move closer and closer to realizing that they are married, a fact which they had no clue about when they both first arrived in the scene.