Account Page – the page where you edit the email, name, password, make private. From what I’ve know, there should be no added codes on this page, which is why it will go blank. The shortcode has to be by itself and linked to the pages in the UM setting.
Member Page – the page where it show a list of all the members on your website.
User Page – is the page where the user can edit profile pick, additional information can be added here if you customized the profile form.
No, they are different and most don’t support additional shortcodes, especially the account page. Adding shortcodes to any of the page will mostly cause a blank page and other issues. If you combine them all on one page, you will have issues and problems with the plugin.
As for the my-account.php, UM account isn’t really compatible to add stuff to, unless you edit the plugin to add what you want. That is a whole other thing. Editing the UM plugin without screwing up anything would be a big headache.