A vulnerability scan and a security audit overlap heavily: both are largely automated, outside-in checks. The difference is scope. An audit, as described here, is specifically about the externally-visible configuration surface (TLS, headers, DNS, exposed hosts), while a vulnerability scan is broader and includes checking software versions across everything in scope for known CVEs.
Neither replaces a penetration test. A misconfigured header or an expired certificate is a real finding, but it's a configuration problem. A penetration test is what finds the business-logic flaw where one customer can read another customer's invoice, which no header check or TLS scan will ever surface. See the full breakdown on the vulnerability assessment vs penetration testing page.