Dependence and dependency are interchangeable terms. In my experience, dependency (with a "y") is more common. In my own writing I try to consistently use dependence (without a "y") for aesthetic reasons (I think it sounds better). If you look at a dictionary you'll see that the two words are almost synonyms. The only difference I'm aware of is that dependency (with a "y") means something specific in the field of political science (it means a territory that is controlled, or owned, by some other sovereign state.) (This leads to my aesthetic dislike: the political dependency relation is asymmetric, while the dependence relation we use in program analysis is not.)
There are lots of minor variations between dependence graphs. The dependences can be must dependences ("a always depends on b") or may dependences ("a could depend on b"). The graph might show control dependences in addition to data dependences (in which case it will be called a program dependence graph, and almost certainly will not be called a data-flow graph). The dependence graph might or might not be superimposed on top of a control-flow graph.
Whether something is called a dependenc(e/y) graph or data-flow graph is pretty much also a matter of taste. I try to avoid data-flow graph in my own writing, unless I am specifically talking about someone else's research and they have used the term data-flow graph. (In particular, research on Dataflow computer architectures.)