Diaphragm - the muscle (or group of muscles) in the stomach area which help push air out of the lungs. For example: Try putting your hand on your stomach and cough. You should feel your stomach muscles tighten when you cough. This is your diaphragm working naturally.
Diaphragmatic Support - simply put, supporting the sound of a note with the muscles of the diaphragm. A supported note will have a full, steady tone. An unsupported note can sound unsteady and often it is hard to play in tune.
Oral Cavity - the area inside your mouth. Try saying different vowel sounds like A, E, I, O to feel how the tongue position changes. When the tongue moves to a different spot in the mouth, the oral cavity changes as well.
Symmetric Scales - scales of limited transposition, such as Diminished and Whole Tone scales which are used in improvisation. There are only 3 Half/Whole Diminished scales and 2 Whole Tone scales, however they can be used to play in all 12 keys. You can cover a lot of ground by learning only 5 scales and the corresponding patterns!
*The above definitions are not from a dictionary, but worded just the way I would describe them in a private lesson. This is the way I think of the terms, but it may differ slightly from the actual meaning.
Contact me if anything seems unclear or incorrect. Hey, I'm a sax player, not a doctor. :-)