As far as I can see, "French toast", "Eggy bread", and "Poor knights of Windsor" are the same thing. One dips slightly stale bread in milk, then in beaten egg and fries it. The resulting product may be sugared, otherwise sweetened, or added to a savoury course.
However bread pudding is either baked or steamed, and is an entirely different dish, though also pleasant if well-made.
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