Scripting Language
Meaning: A language which is interpreted instead of being compiled
So a language which is not compiled is a scripting language
Markdown/Markup Language
Meaning: A language which can be written in a way which formats plain text into "better looking", or nicely formatted text.
(which is what stack overflow uses to make this ugly text, look nice)
Programming Language
Meaning: Any language designed to communicate with a computer, or machine
So anything, even a scripting language is considered a Programming Language. Any piece of code, including markdown and markup, can be considered programming languages, although they are debatable!
Web Languages
A web language is more of a category, rather than an actual type of programming. Web Languages are a combination of several languages which can be used to create a webpage. A basic webpage consists of HTML
(markup), JavaScript
(scripting language), and CSS
which is also a scripting language.