¿Cuál es la diferencia entre haven y sanctuary y refuge y shelter ?Puedes dar oraciones como ejemplo.

A "haven" is a place of intellectual safety, for example, an artist's haven, or Christian haven.
A "sanctuary" is the holiest room of a building, particularly of a church, and has become to mean the church itself. Being sacred, it has historically provided safety from violence, forced arrest, and bad manners. Today, a city or state can provide political sanctuary.

Now, a "refuge" is used in a way similar to sanctuary, but it would be a place of permanence, rather than temporary. Though you may also say, "we took refuge from the rain beneath the tree," so it is also a physical place, as well as temporary in this case.

Lastly, a "shelter", similar to the last instance of "refuge", is a physical place of protection. A cave, a house, any sort of structure over your head.

In today's world, they are, indeed, used interchangeable, meaning that each word is used for to mean the same thing. Poetically, their meaning will be used differently as well.
One's hometown may be called a haven, their home a sanctuary. Their room a shelter, a place to take refuge.