A half-step third-stage martial artist is a realm that is stronger than a martial trainee, but it is like a bug compared to a true third-stage martial artist.
When martial trainees draw qi from the air and slowly accumulate enough using their cultivation technique to create qi pathways through their bodies for travelling their qi, they reach the third stage martial realm, which strengthens their bodies beyond mortal bodies.
However, if the qi pathways are only half-constructed, it can only partially or even less effectively strengthen their bodies, and this state is called a half-step, as the martial artist could neither be called a martial trainee nor a third-stage martial artist.
But Lu Zhen didn't need any qi pathways because his qi could freely enter his body and strengthen it.