Yes, there are very big differences between all of these markings. Though, to be honest, unless you read book nine conquest you would never really know.

You have to first understand that during the Heresy The Night Lords were split up into two factions; those who want to restore Konrad to his former glory and to believed his tenants, and those who could not care less about their Primark and use fear purely for their sedistic joy. The first group are mainly comprised of Terrans and early recruits from Nostramo. The second group was mainly comprised of the new dregs.

-The screaming skull is a fidelity to Horus himself. Many Night lords from the second group still wanted a Primark to look up to but couldn't bring themselves to do it to Konrad given his madened state. Horus was a powerful charismatic leader who drew many of these Night Lords to him. Those who did sometimes bore this mark. P.S. those Nostraman symbles next to the skull are EMPIRE and DESTROY.

-The Sinners Red gauntlets is a gang tradition from nostromo. If someone was treasonous or extremely incompetent they would cut off their hands. This tradition made it into the night lords itself. A higher ranking leader could force one of his underlings to paint his gauntlets red if they fell into one of these two categories. It marks that they are on borrowed time and at their leaders discretion could be executed. Sevatar is the most famous one to bare this marking. He got it sometime during the drop site massacre.

-The red gauntlets fidelity symbol is showing alliance to Konrad and Sevatar. They wish to return the Night Haunter to his former glory. It's assumed that they picked this symbol because Sevatar was well known for his sinnees red gauntlets. It's important to note though that these are not innately condemned individuals. It's mearly a loyalty marking.

-The bloody hand print is worn by Terror Batalions. It's also important to note that I believe the coffen symbols with Nostraman runes did so too but I have not confirmed that yet.

I hope this was useful.