I'll try to explain. In portuguese we actually have 3 pronouns used in this kind of situation: "isto", "isso", and "aquilo". The right pronoun to use is based on the proximity of the thing it refers to. "Isto" being closer, "isso" being a little removed, and "aquilo" being even farther away in time or space. If you translate to english, usually "isto" becomes "this", "isso" can become either "this" or "that", and aquilo becomes "that". The difference between many of the words you mentioned can be explained by the above, I think. Now, the difference between "deste" and "neste" lies in the preposition used in addition to the pronoun. "Deste" = de + este (roughly "of" + "this") and "neste" = em + este (something like "in" + "this"). I hope this helps.