I got Diamond Dust at Michaels. Its a thick grade glitter and very nice for some projects. It comes in a big plastic jar with a pinkish lid. It's not at all the fine quality of superfine glitters like Dazzling Diamonds by SU. I sometimes actually put a little dazzling diamond into my Diamond Dust to give it a bit more sparkle.
Here's a project I did using Diamond Dust:
Gallery at Splitcoaststampers
I've never used Diamond Glaze but I think it is the same thing as Crystal Effects, a clear super hard drying clear gel glaze. Crystal Effects (and I assume Diamond Glaze) has no glitter in it at all. It will make a high gloss sheen on something or will act as a super strong adhesive, like for heavy embellishments.