are they just 2 words for the same thing or are they separate concepts all together and if they are separate then what's the difference?

Sith is the overall notion of the Sith Empire as a whole and force wielders that follow the dark side.

Dark Jedi are fallen Jedi,like Anakin, that betrayed the Order and joined the Empire.

The likes of Darth Malgus have never been Jedi and are considered Sith,for example.Vader is considered a Dark Jedi,since he abandoned the light side.

Sith have more of a semisweet flavor whereas Dark Jedi have a more of a bittersweet flavor. I'll have either or both depending on what my season happens to be.

I thought a Dark Jedi was just a dark force user that just never joined the Sith club