What is the difference?
The "Sales Tax" column value never changes. It reflects the original tax quoted on the order at the time the order was created. It's basically the Tax you "intended" to collect.
The "Tax" column value does change. It reflects the tax on the order after possible adjustments were made. These adjustments would be order cancelations, partial-refunds, voids, closures, etc. This column is basically the amount you "Actually" took home at the end of the period.
What do I report at the end of the year?
Use the "Tax" column. When needing the "Actual" amount that you would report at the end of the year, you would use the "Tax" column. Whereas "Sales Tax" would be inaccurate because it always only reflects the original amount collected at the time of the order and doesn't change even if you gave tax money back to the customer (a refund for example).
The other "Sales ..." columns?
For the other columns having the word "Sales" in front, the same principle holds true. "Sales ..." is the amount quoted on the order at the time the order was placed - and this never changes.
The column right next to it (without the "Sales ..." prefix) shows the amount after adjustments which you walked home with at the end of the day.