You would need Steps 1 and both parts of Step 2. If you need an H visa, then you will also need Step 3 (probably, this is controversial). Technically you might be able to get a license if you have a full set of Canadian exams, but this will be state specific and probably does not apply to training licenses. In any case, it would be impossible to get any program to take your app seriously without the USMLE (it would appear that your application is incomplete).
You would need all of these exams completed now. Application season opens this weekend. If you had Step 1 and 2CK, you could probably complete CS during application season and be OK, but if you need a visa not having all of you steps completed could prevent you from getting interviews.