There are multiple terms used to describe online or digital banks. However, there are some distinctions to make:
Challengers. It's a general word that refers to the idea that these companies are "challenging" traditional banks and their power in the market. Not all challengers are banks. Companies like KOHO, for example, provide services to help you save and spend your money in non-traditional ways.
Challenger banks. Challengers and digital banking apps are only entitled to call themselves a "bank" if they have a full banking licence, such as Monzo and N26.
Digital banking (apps). Challenger banks are usually digital-only, but there are exceptions. The term "digital banking apps" also encompasses budgeting apps such as Mint or Emma, which don't actually hold any funds, but use Open Banking to connect to your current account and help you manage your finances.