"And even if We opened for them a gate from heaven, and they continued," meaning: they proceeded, "ascending through it," meaning: they were alternating between heaven and earth; he means: the angels.
﴿وَلَوْ فَتَحْنَا عَلَيْهِمْ بَابًا مِنَ السَّمَاء فظلوا﴾ أَي: سَارُوا ﴿فِيهِ يعرجون﴾ أَيْ: يَخْتَلِفُونَ بَيْنَ السَّمَاءِ وَالأَرْضِ، يَعْنِي: الْمَلَائِكَة