Hmm I don't know the specific differences, had to actually think about it ;)

I think of sleet as being mushier, tiny ice that can sting but generally turns slushy on contact, more like a rain shower.
Hail being a little (or a lot) bigger than that and remain hard until they melt, come down in a storm.

What we've had lately probably falls between the two. Never seen what you've described, we don't get your extremes of weather.
We get worse but nothing that would cause notable damage in these here parts ;)