Okay, I'll give this a shot.
"Unix" is an operating system that came out of Bell Labs long ago. It has had many imitators, any of which might be loosely called "Unix". The imitators include the various flavors of Linux. MacOS X has one buried inside it. Windows is something rather different.
The program that runs in a console window is called a "shell". So a "shell" is a kind of program. Modern shells include lots of fancy functionality, which varies from one shell to another. But their basic operation is the same: type the name of a program, and the program gets executed.
Most shells from the Unix tradition have names ending in "sh" (guess why). Bash is one of these. Other popular shells include zsh, ksh, and tcsh. Bash is by far the most popular these days. It is the default shell run by console.app in MacOS X. It is also the default shell in many Linux distributions.
Windows, as usual, is different.
So, typing the same commands into a shell in Linux vs. MacOS will likely get you similar results. Differences might be due to configuration that differs from one system to another, and programs that are installed on one system, but not on another. Typing these same commands on Windows will probably get you completely different results.
As for "language": we usually don't use this term when referring to directly typed console commands. Most modern shells do include a programming language whose syntax is based on the command-prompt syntax. So a shell doubles as an interpreter for its built-in language.