What is the difference between Nia, Naa, and Tua (and Adunay)

As said in the title. I'm confused about these words. Please let me know how to use them in different situations!

These are existential forms of demonstratives

The terms can be summarized in the table below:

Table 1. Existential forms of Demonstratives
Long form Short form Meaning
Adi'a Di'a Exists near the speaker.
Ani'a Ni'a Exists near to both the speaker and receiver.
Ana'a Na'a Exists near the receiver.
Adtu'a Tu'a Exists far from both speaker and receiver.

* the character ['] refers to glottal stop. The letter [d] is used for both /d/ and /r/ sounds.

The word aduna (short form: duna) is the general existential adverb. You could think of it this way:

Table 2. Equivalent Forms to Existentials Using Aduna
Existential Forms Aduna + Locative Forms
Adi'a Aduna didi
Ani'a Aduna dinhi
Ana'a Aduna dinha'
Adtu'a Aduna didtu

I hope this helps.