Are EXIT, DEBUG, RETURN, and ERR signals?

Those names have special meaning in bash for which usage is explained in the manual:

If a sigspec is 0 or EXIT, arg is executed when the shell exits. If a sigspec is DEBUG, the command arg is executed before every simple command, for command, case command, select command, every arithmetic for command, and before the first command executes in a shell function ...

If a sigspec is ERR, the command arg is executed whenever a pipeline (which may consist of a single simple command), a list, or a compound command returns a non-zero exit status, subject to the following conditions ...

These are not signals but it makes sense to use the trap mechanism for certain other situations, too. These names have meaning within bash only.