The required sense of “jag” here is this one, roughly synonymous with “trip”:
jag noun 2. a state of alcohol or drug intoxication
Tom Dalzell & Terry Victor, eds. (2006). The New Partridge Dictionary of Slang and Unconventional English volume II, p. 1084. Routledge.
So “lamp-post jag” refers to Teresa’s dream with the lamp posts in it, McCarty suggesting that it was a kind of hallucinatory experience.
In a comment, user14111 prefers this sense:
jag, n. 2.d. A period of indulgence in a particular pastime, emotion, interest, etc.; frequently with defining word prefixed, as crying jag.
Oxford English Dictionary.
This works too, but it is a bit less specific and so I prefer the former sense with its suggestion that Teresa’s dream resembles a drug-induced hallucination.
As for “Easter duty”, this is straightforward, since McCarty’s name suggests that he might come from an Irish Catholic background:
Easter duty, n. 2. The obligation in the Roman Catholic Church of receiving the Holy Eucharist during the season of Easter.
Oxford English Dictionary.
McCarty suggests that there is no need to wonder why Bascomb knows what it is like to be in hell, since he avoids the Eucharist and so (by implication) he does not attend confession either and therefore his sins have not been forgiven.
You didn’t ask about “Mossback”, but this is:
mossback n. 1.b. A slow, rustic, or old-fashioned person; one attached to antiquated ideas; (hence) an extreme conservative; a reactionary.
Oxford English Dictionary.