I know you will need to have passed Step 1, and both Step 2 CK and CS in order to receive a training license in PA. I believe that this is true for all other states as well. When MS-IV students apply, they may not have taken Step 2 yet-but in your situation, I think most PDs would expect to see that you would have passed these tests at that time you apply. You should also be prepared to explain the "gap" in your educational/training arc, and demonstrate experience and interest in psychiatry (which you already seem to have).
Good luck!!