Generally all those words have the same meaning. It is a matter of personal preference which one a person chooses. At least in the US "fellow" isn't really used anymore and "mate" isn't as common here as in the UK or Australia. Also sometimes "buddy" or "pal" can be used condescendingly. For example if someone is doing work but the results aren't good one of their coworkers might say "Good job buddy." or "Nice going pal." with the meaning that that person hasn't done a nice job at all. Usually the tone will tell you if a sentence is meant to be rude or not. In common conversation you can use any of those words interchangeably except "fellow" which is just a name you might call a man that you don't know, it doesn't suggest friendship specifically. Hope this helps! Keep learning :-)

friend is more universal meaning (formal) pal is for someone that is close to you (informal) buddy is for someone that play and do things with you (informal)(almost similar like pal) fellow is for general uses, but rarely used in informal conversation, (e.g. "My fellow Americans", it like a formal words to addressing all American in a formal way) There's also another words that also rarely used, is "folks"

friend = International but never spoken when referring to the person. For Example "Thanks my friend" is something you wouldn't say. mate = UK and Australian (but very regional specific, not everyone uses this and definitely not in a formal/business environment) buddy =American pal = American

"Buddy" and "pal" are just informal ways of saying "friend". They're mostly used in the US. "Fellow" can be used the same way as "guy". For instance: "He's a nice guy/fellow". It doesn't really have anything to do with friendship.