Sorry - I haven't been here in ages!
The three terms are interchangeable. They are used to describe the tribe that inhabits the South western areas of Zimbabwe and the Northern part of South Africa. They are also used to describe the language that they speak. There's no hard and fast rules for which one has to be used when.
Sindebelee is not often used though. I think it might be the Zulu description of Ndebele. The Ndebele's splintered off from the Zulus under Shaka's (also known as Chaka) reign when a general called Mzilikazi kept some of the spoils of war for himself.
He set up in the area that is now Pretoria and "Ndebele" means "Long shield" because he adapted his shield to be longer than the Zulus, but kept the broad blade stabbing assegai that was wreaking havoc on the Xhosa and other tribes. Shaka's men finally caught up with Mzilikazi and Mzilikazi spanked their tails and sent them back to the Durban area.
Eventually the boers turned up and cordite won out over the assegai. Mzilikazi took his tribe north and settled near modern day Bulawayo, near the magical Matopos Hills. Bulawayo means "the place of killing" and Thabus Indunas or "the hill of chiefs" is where Mzilikazi dealt with a traiterous group by pushing them off the cliffs and letting the vultures deal with them
The Matabele are still in that area today and slowly being starved to death by the Mugabe regime which represents the Shona tribe. It's pretty much systematic genocide. Ndebele and Zulu are very similar languages in the same way as Dutch and Afrikaans. They can understand each other but they both think their language is the purer of the two.
There you go. Now you're swatted up on Southern African tribal history.