wholemeal and wholegrain are essentially the same thing. there is no difference nutritionally between the two. the difference is that wholemeal is milled in such a way that the grain is finer, but it is still the whole grain used in the bread.
wholegrain and multigrain *can* be different - it will depend on the individual bread. multigrain just means there are several grains used in the making of the bread but it does not guarantee the whole grain has been used, like in wholegrain bread. some will, some won't - it depends on the individual manufacturers