A short explanation would be that antivirus and antimalware protect against known threats, while anti-exploit are meant to protect the applications you have from being exploited. Basically anti-exploit monitors applications/OS and blocks known exploit attempts that would give access to deploy viruses and malware.
I'm familiar with the Malwarebytes ones and they are two separate products, since the anti-exploit was designed by another company. Both use different approaches to protect against those threats. Assuming that bitdefender is similar, you can use one product on top of the other.