If they tell you that you didn't make it, it is incredibly unlikely that you would be able to say anything that would change their mind.
It is possible that both messages are true. Stage 1 involved HR weeding out obviously unqualified resumes and you passed that. Stage 2 involves the hiring manager reviewing candidates and deciding who to follow up with. It would be a bit weird to call those two separate stages but companies have all sorts of approaches. It is possible that the first message was an honest mistake where someone misunderstood where you were in the process. It is possible that the first message was correct but they didn't mean to tell you until they had finished reviewing all the resumes because they're not ready to start scheduling interviews. Don't read too much into this-- HR makes mistakes all the time.
If the company tells you that you didn't make it, accept it, thank them for their consideration, and move on. It is incredibly common for companies not to bother replying to candidates they're not moving forward with so when someone does you the courtesy of letting you know you don't want to make that uncomfortable for them. It also makes it much more likely that they'll consider you positively for a future position at a future time. If the first message was a mistake, pointing it out isn't going to get HR to force the hiring manager to interview you just to save face and it will likely make them less likely to hire you in the future.