L5otg,
I think you probably will find that usually they are three different terms used for the same thing, i.e., the additional drag that is created when shockwaves form locally on the wing or over the fuselage, because of the airflow locally reaching the speed of sound.
Look up notions like "critical Mach number" and suchlike.
More generally, wave/shock/transonic drag doesn't suddenly disappear when the aircraft exceeds Mach 1, but I don't think that is the gist of your question.
CJ