[wstein]

There are a few basic 'types' of energy. In the physical realm, there are the four basic forces as described by physics (electromagnetic, strong, weak, gravity). In the metaphysical realm there is (metaphysical) energy and spirit.

Each force/energy has many flavors. For those with an engineering background these flavors are akin to frequency and/or modulation. The simplest to understand in the electromagnetic force. Obviously this includes visible light in many 'colors' but also includes radio waves, microwaves, infrared, ultraviolet, and many others. Your experience of an X-ray is very different than your experience of a red light which is very different than your experience of a radio wave (no experience for most). Similarly, chi is the lifeforce flavor of metaphysical energy.

One of the sources of confusion in this areas, is that your energy sensors are not all that accurate. For instance, infrared (particular frequency of electromagnetic energy) feels the same on your skin as heat from rapidly vibrating molecules (say hot water) yet they are not the same thing. Similarly spirit and metaphysical energy can feel very similar (or very different).

Another source of confusion is that different types of energy generally don't interact with each other. As such they can easily occur together. A common example is in hands on healing, often there is a physical warmth from 'hot' hands (from extra blood flow) AND warmth from from chi (or universal) energy flowing in.

As to the ones mentioned:
Chi - life flavor of metaphysical energy
Cosmic - depending on your view either a very energetic form of metaphysical energy or spirit
Ether - a mixture of metaphysical energy flavors.
Etheric -pretty much another name for metaphysical energy