The best real world example I can think of:
Aldenard = Australia - the continent itself
Eorzia = Oceania - the region of the world that includes the continent and surrounding island/ocean expanse
Hydaelyn = Earth - the name of the planet
Etheirys = Terra - the name the ancients (Roman empire) called Earth
It's not perfect, but that's probably the best general overview.
I used Australia because there's not really another good "Oceania" equivalent for other continents in the real world. Like North America "includes" the Caribbean islands by default, whereas Oceania includes areas that are not typically considered part of Australia (the continent) itself. Likewise, Africa includes Madagascar, otherwise we could use the word "Africa without Madagascar" for Aldenard and with Madagascar (as our La Noscea in this case) for Eorzia.
...but anyway, maybe that helps?