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Here's my two cents and sort of a summary I guess:
Security baselines are pre-configured groups of Windows settings and default values (recommended by the MS security teams). It's a profile template that consists of multiple device configuration profiles and a good starting point to quickly create and deploy a secure configuration profile
endpoint security policies, are tightly focused device-level security settings that determine the configuration of Antivirus, disk encryption, firewalls etc. These policies can configure device security without the overhead of the many settings from device configuration profiles and security baselines.
Settings catalog (my personal favorite) lists all the settings you can configure, in one place.
It's like a shopping cart experience, where you can browse the catalog of all available policy settings and create a custom policy from scratch that meets your needs.
configuration profiles (templates) include a logical group of settings and features that can be enabled or disabled on different devices like Android, iOS, macOS and Windows. Personally, this is my last resort when it comes to managing Windows devices.
Hope this answers your question.
Oktay