Teasing is verbal. A synonym would be "taunting." Bullying may include teasing, but may also include physical abuse (punching, kicking..."beating up").
Harassing and abusing are very similar, and both can be either physical or verbal (or both). Abusing is more serious that harassing. For instance, catcalls could be harassment, but would rarely be considered abuse.
Harassing certainly stands out in this line, as today in the States about everything can be considered harassment-including breathing in and out or just existing. So you can use "harassment" to indicate whatever you don't like-you can't go wrong here!