# the word of Yahweh came to Jeremiah a second time, while he was ... guard, saying,

"While Jeremiah was ... guard, Yahweh spoke this second message to Jeremiah:". This introduces a special message from God. See Jeremiah 1:13.

# came to Jeremiah

There is no need to translate using first person. 

# he was still shut within

"he was still a prisoner in"

# the courtyard of the guard

An open area attached to the king's palace, surrounded by buildings and where they kept prisoners. See Jeremiah 32:2