I dispute!
Most of these are only vaguely similar. In many cases there is one or more key features which set each apart from the others.
A "saying" is any (vaguely) memorable words. They could have a moral, ethical, or educational focus, or could be something radically different. "The rain in Spain falls mainly on the plain" is a saying to aid pronunciation - its actual content is irrelevant. "She sells sea shells by the sea shore" is designed to be a tongue-twister, deliberately created for people to fail to pronounce it correctly. A saying could be long or short, common or obscure, full of wisdom or total gibberish.
An "aphorism" is a phrase explaining or extolling a truth. That truth is in general universal and rarely disputed.
An "axiom" is a simple declared fact or assumption, from which more complicated deductions can be developed. It is a base-line starting point. Its truth may be challenged, but only from the context of a new and separate line of thought. "Every human has the right to life" is a generally-accepted 21st century axiom, on which (for example) national murder laws are built.
An "adage" or "proverb" is "folk wisdom" - short, formulaic (that is, there's deemed to be one "correct" way to say it in any given language), yet the wisdom is only applicable in specific situations. "Make hay while the sun shines", "a stitch in time saves nine", and so on are extremely situational, and many proverbs actually have a matching proverb that suggest the opposite wisdom. "Strike while the iron is hot" suggests people should act swiftly and decisively, whereas "better safe than sorry" is one extolling caution.
A "catechism" is a summary or exposition of doctrine, most particularly in Catholicism. It is global and directional. "Do unto others as you would have them do unto you" is a catechism - it is a directive (an instruction) from Jesus to the disciples, and hence a directive from the Church to the believers.
A "motto" is a simplified or summarizing phrase to capture a value or mission or a person or group. Where the intent of a catechism is clear, a motto may need interpretation. "Just do it", "Semper Fidelis", "Mens sana in corpore sano" are all example mottos that are touchstones reminding members of the values of their organisations, and in many cases excellent advertising fodder. Mottos are publicly displayed, particularly in coats of arms, business logos, and the like, whereas catechisms are generally not.
A "maxim" is not a saying, but a personal values brief. Of all the catechisms a person may focus on, a given person may adopt "do unto others as you would have them do unto you" as their key to guide their personal actions and decisions on a regular basis. That person has thus taken the (global) catechism on as their (personal) maxim, by putting the catechism into action. "Semper Fidelis" might be a maxim to a given person, if it is actually put into action by that person.
An "idiom" is making an unusual comparison to make a point. As the above answer mentions "raining cats and dogs" is not literal, but the conjured image gives an indication of the true intensity of the rain. Idioms are generally difficult to understand to people with literal thinking patterns.
A "quote" is simply a direct saying from an individual person or source, recorded exactly as spoken or written. It too could be long or short, wise or foolish, boring or entertaining.
Confusion may arise when given phrases are used with different intents (or mis-intent).
Example: "So in everything, do to others what you would have them do to you, for this sums up the Law and the Prophets."
- The text is a quote (Matthew 7:12 NIV).
- The message of the quote is a general Christian catechism.
- When I do good things with this quote in mind, it has become my maxim.