polish is abrasive and removes paint imperfections like swirls/water spots/etc.
glaze is a very fine polish. Some glazes are safe to use on fresh paint, as they do not seal. A glaze does not have enough cutting power to remove imperfections, but will increase surface gloss.
Sealer is a nonabrasive product that "seals" in the gloss and wetness of the freshly polished finish.
Wax provides a protective coating and adds depth/wetness and gloss to the finish