There's an answer here that sais in short: http://fatwa.islamweb.net/fatwa/index.php?page=showfatwa&Option=FatwaId&Id=13700https://www.islamweb.net/ar/fatwa/13700
فالسيئة هي: ما يسوء الإنسان في دنياه أو آخرته، قال تعالى: (وَإِنْ تُصِبْكُمْ سَيِّئَةٌ يَفْرَحُوا بِهَا) [آل عمران:120].
so سَيِّئَة is soething bd that happens to the person
Then الخطيئة is when you do something wrong without 'knowing about it'. for example بَلَى مَنْ كَسَبَ سَيِّئَةً وَأَحَاطَتْ بِهِ خَطِيئَتُهُ means when someone does something bad to some people, and that bad thing has consequences after his act finished (like nudity: something that becomes fashionable, and people adopt it for generations)
The word ذَنب means the tail, so it is equivalent to khati2a (even though I don't beleive it is, there must be good arabic doctors who know the difference even if it is subtile). The proof it is not the same is that it is used as two distinct words in the same eya here : (وَمَنْ يَكْسِبْ خَطِيئَةً أَوْ إِثْماً) (here I'm NOT translating, since they say in the translation the opposite thing: they are next to each other so they are the same)
Finally they say that إِثْم is the evil action and ذَنب are the consequences of that bad action (their tail)