1) Nonlocality means being unable to write correlations as $P(a,b|A,B;W)=\sum_\xi p(a|A,\xi)p(b|B,\xi)p_\xi$ ($W$ underlying state, $\xi$ hidden variable).
2) Nonseparability means being unable to wrote $P(a,b|A,B;W)=\sum_\xi P(A|A;\sigma_\xi) P(b|B;\rho_\xi)p_\xi$ for some "hidden states" $\sigma_\xi$ and $\rho_\xi$.
3) Steerability means being unable to write $P(a,b|A,B;W)=\sum_\xi p(a|A,\xi)p(b|B,\rho_\xi)p_\xi$