These are two different things and there is no reason they should match.
The pay period is the period you're paying employees for working.
The payroll date is the date you pay the employee for working during the pay period - the paycheck date.
The tax deposit period is the period for which you must make tax payments based on one or more payroll dates.
For example, you might pay your employees weekly, a week after the pay period, and then once a month you might need to make a tax deposit for the paychecks dated during the prior month.