Market practitioners many times refer to these two concepts in different ways and sometimes as the same thing. Not sure the different usages in regards to bonds, but here is my two cents, at least in regards to swaps...
PV01 refers to present value of 1 basis point and it's the discounted value of the cashflows for a rate of 0.01% for all periods of a particular instrument, ie, the npv of the fixed leg with a rate of 0.01%
DV01 refers to dollar value of 1 basis point and it's the change in value of the npv of the instrument with a change of 1 basis point in the curve(s). The average of the change for -1bp and +1bp to be more precise. Dollar here refers to currency amount and not necessarily US Dollars.
When the swap is at fair value (NPV = 0), the two are very very close although not exactly the same, but they will be different and ever more so for non zero NPVs.
For given set of market data, changing the swap rate will not change the PV01 but will change the DV01.