What does "pompous" mean?

Does "with your feet elevated" mean same as "while your feet is elevated"? I didn't know "with" can be used like this.

Yeah, here it's similar to using "while." But rather than it being something you do "while" doing something else, which indicates two separate actions, "with" implies a manner or attitude of doing one thing. So, it's like, lie down while having the manner, or position, of having your feet raised. Ex: Sit with your arms folded. Ex: Smile with all your teeth showing! Ex: She went to the dance with great excitement.

Why would the speaker say "some" here? Does that mean the majority of MPs are joining the party?

Good question. As you know, we use the determiner "some" before nouns to refer to non-specific or unknown amounts. Usually we do this when the exact amount is not that important or changes. However, using "some" implies that there is a limit to the amount. You can assume it is not a overly large number. So, with that in mind you can assume here that "most" MPs will join a party. Ex: Can you get me some milk? (We can assume they want a normal amount of milk) Ex: This needs some more sugar. (We can assume it does not need a lot more sugar)

Does the "grocery store" only sell groceries? What other stuffs do they sell?

Traditionally a "grocery store" would sell a range of basic and essential faily food products, which may be fresh or packaged. However, these days, "grocery store" is used pretty much as a synonym for "supermarket". Usually they will stock significant amounts of non-food products, such as clothing and household items. In some places you can still find small traditional "grocery stores" that mainly sell fruits and vegetables and other food stuffs. Ex: We do have a big supermarket in town but I usually just go to the local grocery store. Ex: The grocery store is small and doesn't have a lot of choices.

What is the difference between "mad", "annoy" and "angry"?

The word "mad" in this context means to go crazy or to become annoyed. This word in this context is often used in the UK. Ex: The bad weather here drives me mad. To "annoy" has a similar meaning as "mad" in this context. It means to make someone slightly irritated. However in other contexts, the word "mad" may mean to make someone angry. Ex: My little brother annoys me. "Angry" is the strongest word out of all of these. It means that someone is very strongly annoyed, irritated or mad. Ex: She is angry with me because I lied to her.

What does "south colonies" mean? Does it refer to the Confederate States?

Yes, but there is a small correction to be made here. The Southern colonies (the provinces of Maryland, Carolina, Georgia, and the colony of Virginia) - founded between the 17th and 19th century - only became the Confederate states in 1861, before the American Civil War. So you can consider the Southern colonies to be the early core of what would become the Confederate states more than a century later. The speaker is taunting the other man here, asking him for a history lesson on the Southern colonies. This is evident by clues given later in the conversation, when the historians Gordon Wood and Daniel Vickers (both researchers of early American history) are mentioned.