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Coloane was the southern-most island in China's Special Adminstrative Region of Macau.
Taipa was one of the islands in China's Special Administrative Region of Macau. As an island, Taipa was situated between the Peninsula and Coloane island but is now joined with Coloane by the Cotai Strip which was reclaimed from the sea.
The Macau Peninsula is the mainland portion of China's Special Administrative Region of Macau.
Cotai, also known as the Cotai Strip, is in the rather unimaginative name given to the reclaimed land between what used to be Taipa and Coloane islands in China's Special Administrative Region of Macau, coined out of the contraction of Coloane and Taipa.