How long, Lord? i.e. "How long, O Lord, is this condition of things to endure?" (comp. Psalms 6:5; Psalms 90:13; Revelation 6:10). An ellipse after "how long?" is common. Wilt thou be angry forever? (see Psalms 13:1; Psalms 74:12; Lamentations 5:20).
Shall thy jealousy burn like fire? It was their worship of other gods that God especially visited on his people by the Babylonish captivity (see Jeremiah, passim).