What is the difference between scale vs cataphyll?

According to "Plant Identification Terminology: An Illustrated Glossary" (Harris & Harris, 2001):

Scale:

Any thin, flat, scarious structure

• Note: "Scarious" = Thin, dry, and membranous in texture; not green

Cataphyll:

Brown or colorless scale-like structures believed to be modified leaves

So "scale" is going to be used more broadly, while a "cataphyll" (though scale-like) is more specifically always some type of modified leaf.

According to Wikipedia:

Cataphylls include bracts, bracteoles, and bud scales, as well as any small leaves that resemble scales, which are known as scale leaves.

You can find good illustrations of cataphyll examples here.