Same thing. Special Prosecutor was the term used along time ago ie Archibald Cox and Nixon. Then congress passed a law allowing for creating independant counsel, which has more autonomy than "special XXX" because it has no DoJ oversight. The independant counsel(think Ken Starr) no longer exists, the statute expired without renewal, so now we have special counsel which is as far as i can tell identical to the special prosecutor with a slightly more semantically neutral name.