Cloud, SaaS, web application are all extremely broad terms that have a lot of overlap.
Cloud basically just means on the internet not hosted by you(there is no mythical in the sky cloud, everything is hosted somewhere). SaaS is some kind of service you pay for that is hosted in the cloud. A web application is just something you interact with through a browser, it could be hosted anywhere locally in the cloud whatever.
Typically stuff in the cloud and SaaS will have a web application for you to use but they might also have functionality that is provided directly through web services. There's also a lot of nuance when say for example your storage hosting is SaaS but you manage the actual back end of the web site vs a say web site provider like square space.