These words are very similar. 队 and 团 are almost the same. For example, we can call the band that attend competitions either 乐队 or 乐团; we can call a choir either 合唱队 or 合唱团. We also often put these two words together: "团队," which means "team". For example: 我们是一个团队。 We are a team.
If you really want tell a difference between 队 and 团, according to my feeling, a 队 may contain fewer people than 团. For example, you can call a group of 3 people 小队, but you can't call it a 团. Anyway, there are still some exceptions. You just have to remember which word goes with 队, and which word goes with 团--like in English, people have to remember to say "a SCHOOL of fish", not "a FLOCK of fish".
俱乐部, 社 and 兴趣小组 are different in terms of their different professional levels.
俱乐部 sounds more professional, people in 俱乐部 are mostly professional enthusiast. Example: 足球俱乐部, 电竞俱乐部
社 sounds less professional than 俱乐部. We call a school club 社, but we never call it 俱乐部. For example: 学校的音乐社 the school's music club
兴趣小组 sounds the least professional. It seems that anyone who is interested in that activity can join a 兴趣小组. They are not required to be professional players.