Both let you watch something that already aired, and both usually sit inside the same player app, which is exactly why people mix them up. They work differently underneath, and that difference explains most of the "why isn't this available" confusion.
What catch-up TV actually is
Catch-up is a replay of a specific live channel's broadcast from the last several days, tied to that channel's own schedule. If a channel offers seven-day catch-up, you can go back and watch what aired on it within that window, in the same order it originally broadcast. Once that window passes, the programme is gone from catch-up, regardless of whether it exists anywhere else.
What VOD actually is
Video on demand is a separate library of films and series, not tied to any channel's schedule, that stays available for as long as it is listed. This is the film and series catalogue browsable by genre, distinct from anything that aired live.
Why this distinction explains a common complaint
"I watched this last week and now it's gone" is almost always a catch-up window expiring, not a fault. Catch-up content is meant to be temporary by design. If something you expect to stay available has disappeared, check whether it was a live broadcast you watched via catch-up rather than something from the VOD library — the two follow completely different rules.
Where the programme guide fits in
The EPG is what makes catch-up navigable — it is how you find what aired on a given channel on a given day within the window. If the guide is not loading, catch-up content becomes hard to find even though it is technically still there; see the programme guide troubleshooting if that is the actual issue.
Which one should you use for something specific?
If you are looking for a film or a series you would recognise from a streaming catalogue, that is VOD — browse by genre rather than searching a channel's schedule. If you are looking for a specific live broadcast you missed in the last few days, that is catch-up, and it is worth checking sooner rather than later before the window closes.