Paprika and bell pepper are two commonly used ingredients in many recipes, but they are often confused with each other due to their similar appearance. While they both belong to the same family of plants, they have distinct differences in taste, texture, and culinary uses.
Chili sauce, on the other hand, is a slightly broader term that could refer to a variety of condiments containing chili peppers. Depending on the culture, chili sauce can be a liquid, a paste, or even a chunky salsa-like substance. Some believe that chili sauce originated from Thailand, while others think it started in the Americas, given the native chili peppers' origins.
Physical Characteristics
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Because of the generalness of the term “chili sauce”, when it’s called for you have to give consideration to the context of the recipe and your heat tolerance.

This paprika doesn't really have a distinct flavor like smoked paprika and sweet paprika. After all, its main purpose is to add spiciness to your recipes.