Hi Eve,
great that you bring this up, and we'll talk about these in the sessions as well. This is my take:
Feelings can be very vague and stem from your organs and autonomic state so they are oldest.
Emotions are the translation of somatic feelings into conscious perception and expression. But these terms are also used as synonyms.
Thoughts are created in the conscious brain, often to explain a feeling, but once created they also trigger feelings. Sometimes thoughts and emotions are hard to distinguish.
A belief is our narrative how the world works, they consist of thoughts which we tend to defend because we identify with them, so they create the frame for our experience.

But I'm open for other views and explanations :-D