So there is the "it depends" answer, but generally:

NULL means a value doesn't exist in memory, usually because the variable was never given a value, or because the variable was given the null value.

"NULL" is a string with the word null written in all caps. It's not an empty string and it's not NULL. It's a value with the word "NULL".

"" is an empty string. It's not NULL because technically it's fully initialized value. It's a string that has a length of 0 characters.

NaN is not a number. A value could or could not exist, but if it's not a number then if you check for a number you could get NaN.