I have gone through this before. It went unattended for a while and finally I had to be hositalized for a few days. There is something wrong with the digestive tract, most likely the intestines. See your doctor and have this checked out as soon as you can.They can use a scope with a tiny camera to see exactly what the problem is, based on other tests they can go in orally or the other way. Either way they would sedate you. Best wishes.
Gall stones do not come out the rectum if that is what you are inferring.
According to one website, burning can be attributed to either diet or a localized intestinal problem (see private message for more info).
Another site says clay-colored or pale stool might be a biliary duct drainage problem (see private message), so may I suggest if you have sufficient symptoms enough the doctor thinks warrants such testing, you not only get a blood test re: your gallbladder, but get an MRCP (special MRI where they look at the duct work) or a HIDA scan with an ejection fraction.
Regarding the dark part- was it black and tarry? If so, you might want to do fecal occult (hidden) blood testing also. Black, tarry stool as opposed to bright red bleeding may be an indicator of upper GI bleeding. (Peptobismol can cause harmless darkening of stool and iron in the stool can also cause it to darken.)
If it is determined you are not properly digesting your food, you might want to get tested for celiac disease to make sure that isn't the cause. Also, are you able to/do you chew your food well?