Long story short: Terminals were the result of moving teleprinting stuff from paper to the screen. The shell is program that accept commands and execute the relevant program and I’m pretty sure console was the whole apparatus.

But now we moved the whole protocol to a program (an emilator) instead, and console refers to the initial boot environment, the attached display, keyboard pair (because you can still use another computer as the interface for control).

But the protocol is fairly old and some stuff clashes with current paradigms for using a computers.