This verse is actually an incomplete sentence because.  In the beginning, it offers two words that Jesus uses nowhere else.   After working on the following verse, it seemed that this one was question and a tease that the later one answers. There are also two untranslated Greek words.  This verse ends with a classic set-up and punchlne, where the listeners would have thought Jesus was referring to one thing when he ends up referring to something very different.

"O" is from o, which is an exclamation "O!" or "Oh!" often used as a mode of address.  

There is no verb for this clause, but when words in the form of a subject appear without a verb, the verb "to be" is assumed. Here the form would be "you are" or "are you."

Fools" is a unique word for Jesus that  means  "not thought on," "not within the province of thought," "not understanding," "silly," "senseless," "without mind", and literally means "without thought". The form is an adjective. It could be used as an address, but as a noun, it would usually be proceeded by an article, "you thoughtless".  Since it is joined to another adjective by a conjunction that is not in the form of address, the form is more  likely the subject of the sentence.  This is not the word usually translated as "fools" in the Gospels. which also means "slow" in the sense of slow-witted.

The Greek word translated as "and" is used as the conjunction "and", but it also is used to add emphasis ("also").

"Slow" is another unique adjective for "Jesus" that means "slow," "dull," "sluggish," and "tardy". It is in the form of the subject of the sentence.

"Of heart" is the Greek word that means "heart" both the physical organ and as the seat of emotions, which we discuss in a larger Greek context in this article here. However, this phrase can be read as defining the "heart" and both the "soul" and "the mind".  This verb is not in the form of a possessive but  the form of an indirect object, which here would define the location of the slowness.

Therre is an untranslated Greek article, "the," here which when used with an infinitive, as it is here, makes the following verb act like a noun describing the action. See this article for more. 

The Greek word translated as "to believe" does not apply to religious belief as much as it does trusting in other people, especially their word. Christ usually uses it in contexts, as the one here, that apply to trusting words.  the form is an infinitive used as a verb describing the action. In English we woulds say "the trusting" or "the believing".

There is an untranslated preposition here that  means "on", "over", "upon", "against", "before", "after", "during", "by" or "on."

The word translated as "all" is the Greek adjective meaning "all", "the whole", "every," and similar ideas. When it is used as a noun, we would say "everything." The form is a neutral, plural, so "all things."

The word translated as "that" is a demonstrative pronoun ("this" "that"), but it often acts as a pronoun ("the one that), especially a connective pronoun ("the one that") introducing a dependent clause.

The Greek word translated as "the prophets" means "one who speaks for God", "interpreter" and was the highest level of priesthood in Egypt. Christ uses it to refer not only to divine spokespeople, but their books in the OT. It is the verb that means "to shine before." Our word "luminaries" captures the idea very well. It is the last word in this verse so it acts as the punchline, since the listeners might be expecting it as referring to trusting someone else.

The Greek word translated as "  have spoken:" is not the ordinary "to say" or "to speak" in Greek. It actually sets up the punchline.  This word means both "idle chatter", "gossip," and "the proclamations of an oracle." Christ uses it to capture the idea of "pass on," because that captures both someone gossiping and an oracle does.  If the listeners assume it refers to the women, it would be heard as "chatter", since it comes before the subject, "they have chattered", but when it is applied to prophets, a word that follows, it becomes "proclaims".