A khabar is, in its general sense, information or a report. Some hadith specialists use it synonymously with hadith, while others give it a broader scope that includes reports from the Prophet ﷺ and from others.
Hadith commonly refers to speech, actions, tacit approvals, and descriptions attributed to the Prophet ﷺ. Sunnah has usages that vary by scholarly context. Athar may be used particularly for reports from Companions, though in other usage it overlaps with hadith.
These are not context-free labels. A technically precise reading asks which convention is intended and whether a term is being used generally or in a restricted sense.