All four terms refer to the same day – the day before the beginning of Lent.
Pancakes are associated with the day preceding Lent because they were a way to use up rich foods such as eggs, milk, and sugar, before the fasting season of the 40 days of Lent. In many cultures, this means no meat, dairy, or eggs.
Lent is the 40 day period of fasting and prayer before Easter Sunday. Since the date of Easter changes every year so does the date for Shrove Tuesday. The “Shrove” in Shrove Tuesday confuses some folks, though. What exactly is a shrove?
shrive (ʃraɪv) v. shroveshrived, shriv•enshrived, shriv•ing.v.t.