This is how it was explained to me by
@Dr. Walden
E-Grant Review Ready: After the citizenship test is marked complete and before the rest of the items except oath were marked Completed. That means the rest of your items are ready for review (Physical presence, Language, Prohibitions), when an immigration officer gets around to looking at your file again.
E-Grant Ceremony Ready: When Physical presence, Language, Prohibitions are completed, and you are ready for oath scheduling.
E-Grant Pe (or E-Grant Pending Documents): when they wait to receive additional documents/information either from you (if they requested anything), or from a third party.
E-Grant Documents Received: When they received needed/required documents either from you or from the third party.