Usage of "What" + verb without auxiliary one

The main problem: you are missing the fact that it makes a difference whether the WH-word is the subject or the object in the sentence.

Let's start with a sentence with no questions:

John saw Mary yesterday.

In this sentence, John is the subject and Mary is the object.

Now, if someone doesn't know about John, they might ask:

1) Who saw Mary yesterday?

This sentence has the structure that you are using, where the main verb comes after who. But this is true only when who is the subject. When it is the object, things are different — now let's imagine that the asker doesn't know about Mary:

2) Who did John see yesterday?

In this sentence, because who is the object, the word order is different. Instead of having the main verb after who, we have do-support, with do in the past tense, and the main verb following John with infinitive form.

So, in your example, the information is:

[Raptivity and the phrase "and lead raptivity captive"] means ______.

The blank line is the information you don't know. As you can see, it is in the object position. That means you must structure your sentence like (2), instead of (1):

What do raptivity and the phrase "and lead raptivity captive" mean?

You should say:

What does 'raptivity', and the phrase 'And lead raptivity captive', mean?

You perhaps need to work on your tenses as:

Do I miss something or I incorrectly memorized the lessons

is also a little off. It should be:

Did I miss something or did I incorrectly memorize the lessons

As you asking whether you missed something in the past, you have to use the past tense of do, which is did.