What is the difference

Zero rated... supply to SEZ, or exported

Non GST supply..... which are out of ambit of GST act. Petrol, alcohol etc.

Exempted Supply .... Which are exempted from levy of GST  like renting of residential units.

Nil rated supply are presently at 0% GST, but the rate can be changed, if required. At the same time refund of ITC can be claimed under Inverted Duty Structure.