How do I wire a three way switch with two lights?
Based on my understanding of what you have described, I believe you are dealing with a dead-end 3-way switch setup with what is known as an extended switch leg. Translation: all junctions are made in the first 3-way switch box.

Your questions/guesses on how to wire it are not exactly clear. I recommend following this wiring diagram. Please clarify if this wiring diagram does not apply to what you have described.

Wiring Diagram




Circuit Example