Yogurt is fairly straightforward. It is milk (any kind - goat, cow or sheep) heated and with an acidophilos culture added to make it thicken.
Frozen Custard is basically a frozen pudding, mostly with eggs in the recipe (and milk and sugar, of course).
Ice cream comes in many variations. We have the "lite" ice creams, too. Made with stuff like low fat milk, or milk and water (almost like Italian ices), but the "real" stuff is made with just milk, cream and flavorings, and that's all I really like.
I have an ice cream maker - it could also make frozen custard, but I've never done that - I use it a lot during the summer when there are fresh berries. It's my favorite appliance.
I have an ice cream maker as well I have done blackberry ice cream and frozen strawberry yogurt but I do not think I have any frozen custard recipes.
If you have one I would like to try that.