What does the expression vanity of vanities mean?
The expression is taken from the bible. In the book of Ecclesiastes it says: vanity, vanity, all vanity. The expression is used to determine something insignificant, insignificant, not having much value, including to refer to something earthly (mortal). Indeed, by definition, the pursuit of spiritual perfection and the knowledge of the divine essence cannot be vain.
Vanity of vanities is another quotation from the Bible, or rather from the book of Ecclesiastes
And there everything is clear, you just need to expand the quote "... vanity of vanities, all vanity."
That is, "vanity is vanishing this" itself generates useless anxiety - vanity squared without much meaning.