We understand the first and second estate to refer to the pre-mortal and mortal existence, respectively. That's fine, I think that's true.
We should see that this "proving" in two stages of trial and a stage of reward also corresponds to the Worship of the Shalems and movement forward into the temple, through two rooms of covenant making, trial, and teaching, and a third and glorious room of rest, the kingdom of heaven.
This would suggest that Satan's appearance would be in the first room of the Worship of the Shalems, since he "kept not his first estate." And in fact, that's exactly where it is.