None of these distinctions is hard and fast, of course, but at least it’s a start; basically, it all comes down to who writes the content in question.
Was the material written by a professional journalist, writing a piece for an editorial outlet? In that case, any advertising message embedded within it falls pretty squarely into the realm of public relations. But what happens when the publication in question syndicates that content for use on some brand’s website? In that event, it becomes content marketing: independently-produced material, repurposed by the brand in question.
On the other hand, was the material commissioned by the brand itself, rather than any editor? In that case, it’s sponsored content. It might be written by a group on the ad-sales side of the publisher; such groups have existed for as long as there have been advertorials. Or it might be written by some group within the brand’s ad agency. The distinction between sponsored content and native advertising is a bit squishy, but it you do need to make a distinction, then I’d say that sponsored content is material designed simply to convey information to the readership of the publication in question, while native content tends to aspire more to going viral, and being actively shared by that readership.