RFR (risk free rate) is the current acronym ISDA, central banks and regulators are pursuing to signify and politicise the transition from IBOR, which has been dogged by rigging scandals.
OIS (overnight index swap) is the acronym that has been associated with an unsecured overnight interbank cash lending rate fixing (OIS fixing) (with different calculation rules in different currencies), as well as in regard to the derivatives (swaps) that settled against compounded or averaged OIS fixings.
Some identified RFRs eg SOFR are now targeting collateralised repo transactions as their underlying data source in calculation. Since clearing houses use these rates for the collateral remuneration of the derivatives it makes sense to adopt a collateralised rate rather than an uncollateralised lending rate.
SONIA, and ESTR are outlined as the candidates for RFR in sterling and Euro even though it is still based on uncollateralised lending. I suspect these decisions are based on data availability in each currency as well as established processes that may already be fit for purpose.
After the cessation of IBOR, i.e. IBOR is no longer calculated and published in the old way, the designated RFRs in each currency will be used to derive IBOR rates for the purpose of settling legacy derivative contracts. In fact, RFRs, which represent overnight rates will be compounded over the relevant IBOR tenor and have a 'spread adjustment' applied to reflect the missing 'term credit risk' component. Bloomberg has been designated as the calculation agent and they have published documents about their processes on their website.