purchase/ sales document

1) I think the exam general refers to goods despatch note (meaning from the client to a customer) and a supplier’s delivery note (the supplier’s goods despatch delivered to the client). As you say, essentially one and the same thing so you just need to read in context – so if for example there is reference to a delivery note agreed to a sale’s invoice – I would take this to mean a confirmation of delivery (e.g. a copy of the goods despatch note signed by the customer on receipt of goods).
2) I would say warehouse raises a 4-part GDN (or whatever it is called – it could be a “picking list”) – keep one, send one to accounts – send two to customer. Courier returns signed copy of one of the two copies sent to customer. If such proof of delivery is not required, clearly only 3 copies are needed.
From the customer’s perspective – the physical receipt of goods will be recorded on a 2-part GRN (for example). The copy of the GDN accompanying the goods may be filed with/attached to or just referenced to the GRN which will also reference the purchase order. One copy of the GRN will be retained in the warehouse and a copy sent to accounts awaiting the purchase invoice. (There should be no need to routinely take copies of GDNs.)