The Constitution applies to all the states at all times, always has.

Not correct. Albaby gave a bit of a tutorial on this a while back. The Constitution only pertained to the federal, specifically limiting what the federal could do. Which is why state constitutions could get away with religious tests for office, for example. The Reconstruction Amendments changed that.

Madison is CLEARLY SAYING that one of the central differences between Americans and the subjects of Europe is the ability of US citizens to potentially put a stop to unjust rule.

On the part of the federal, yes. The major contention during the Convention was between Federalists and anti-Federalists. There was great concern about federal overreach, and subjugation of the States. Which is primarily why that was put in place (the 2A). States could form their own militias, at least in part, to oppose "unjust" rule by the federal.

Which, amusingly, is a big reason the Confederates lost the Civil War. The confederate states would hold back manpower to "defend their state", so the Confederacy wasn't able to field their full potential. Even so, Lee ran circles around the Union generals. It would have been a different outcome (likely) if Lee had been given 100% of the forces. Despite incompetent generals on the Union side, the fractured forces of the Confederacy were picked-off one by one. So much for the superiority of state militias.