The simplest way to break it down is by looking at the definition of the words Etheric and Astral (taking out the aspects relating to chemistry and biology)
Etheric (via dictionary.com)
The upper regions of space; the clear sky; the heavens.
The medium supposed by the ancients to fill the upper regions of space.
Physics. A hypothetical substance supposed to occupy all space, postulated to account for the propagation of electromagnetic radiation through space.
Astral (via dictionary.com)
Pertaining to or proceeding from the stars; stellar; star-shaped.
Theosophy. Noting a supersensible substance pervading all space and forming the substance of a second body (astral body) belonging to each individual. It accompanies the individual through life, is able to leave the human body at will, and survives the individual after death.
One could see how it is easy to blend and blur the definitions here and these certainly aren't the only understandings of both words; however, there is distinction between the two in application and what that distinction is depends on what path you are learning from.
In my path, etheric is seen as the densest subtle plane and is adjacent to the physical plane. Things like psychometry and Out of Body Experiences (that involve the physical plane) are up the alley of anything Etheric. Astral is seen as cosmic and less dense than Etheric. It is more akin to the mind and higher spiritual energy than the physical plane.
Etheric projection in my path is simply projection to the physical plane. There is the denser form, which involves (temporary) clinical coma or death, and there is the less dense form, which is simply expanding your consciousness of the physical plane without the need of the physical senses. A lot of people who want astral projection actually want the lighter form of etheric projection in this case.
Astral projection is not tied to the physical directly (though can be indirectly) and it has less restriction than even the etheric plane. I find that people who work magic that doesn't follow any physical energy (like tool materials or the gravitational pull of the moon over tides) are working with astral energy. I would like to clarify here that not everyone will tie in subtle planes with their beliefs and practices. I do, hence my distinctions.
Subtle body theory is a belief that we exist in all planes at the same time. Essentially we have "multiple bodies" that are really just different shades of the same body, if you will. People who have this belief tend to view projection as less of separating "bodies" and more of shifting consciousness (though it really depends on the person).
As for addressing the concerns of dying during projection - that is a belief that will vary between people. None of us can quite say for sure that it is true or false because we have no way of isolating the variables in order to create controlled situations. Simply put, we cannot measure subtle energy, so we can't prove or disprove anything about it. I can safely say that there are no records of death via projection.
I'll write on techniques a bit later.