They are different things.
Insights are findings or observations derived from UX research. They result from analyzing and interpreting the results obtained through research. You can call them "learnings" if you want.
Problems refer to the specific pain points, challenges, or obstacles that users encounter when interacting with a product or system. It doesn't matter whether you identified them first or not (as a matter of fact, it's very common to identify them first so you can research with users). You could also find problems that users won't find or perceive as problems.
Goals are a bit more complex because they're generally unrelated to the research process but tied to a higher level of product or service development (as in: your goal shouldn't be to do research, your goal should be to launch a perfect product or service, and research is just a means to an end). However, if you're looking for goals in UX research, the obvious one is to gain insights like understanding user needs, evaluating usability, identifying opportunities for improvement, or validating design decisions.
In short: Insights provide knowledge about user behavior and experiences, problems highlight specific pain points and challenges, and goals can be used to establish the objectives and direction for UX research.