People seem to use those concepts interchangeably, which only clouds the issue. Someone from a small town might not mind sharing a living space, but object to online tracking. Or someone could say "I have nothing to hide" in regard to their daily communications, but still not want their showers to be broadcast. Or an exhibitionist could have no problem with public showering, but draw the line at sharing a bedroom with two other people.
So when people say that privacy is dying, which kind of privacy do they mean? "All of the above" is a valid answer, but the situation is probably more nuanced. This particular post provides an interesting view, but still lumps a lot of concepts together.