The "Send next message in X days" feature means that the follow-up will be sent after a specified number of days.
So if you set a gap of 2 days, Step 2 will be sent 2 days after Step 1 was initially sent. However, it will only be sent on the next active scheduled day.
Note: The delay between steps includes weekends or days that are not on your schedule for sending.
For example, your sending schedule is set for Tuesday - Thursday, and you have a 2-day gap.
Step 1 is sent on Thursday
Step 2 will be sent on the following Tuesday, as that is the next active scheduled day.