What is the difference between a PDU and a datagram?

This is a more generic term that is often used in describing protocols that function at higher levels of the OSI model, ususally the network layer and up. Datagram is a less specific term than PDU.

Datagrams contain logical addressing information, such as an IP address, logical connection identifiers, such as port numbers, and data that came from a computer application. The UDP protocol does not guarantee delivery of the datagrams.

A PDU is a Power Distribution Unit.

I have added a link to a PDU from Intro Delta to show you what one is.