BMO2 is definitely the most challenging and I would say that BMO1 is more challenging than STEP I, not sure about the rest.. you have more choice in STEP..
They are quite different. For example, there is almost no calculus (it is very much discouraged) in BMO, but STEP often has 3/4 questions on calculus. Then again BMO goes a lot further into number theory and geometery then I have seen in STEP.
STEP1 is definitely the easiest and BMO2 is definitely the hardest of them.
How rank the difficulty of STEP2/3 and BMO1 depends a lot on the individual's mathematical skill set. If one is more interested in number theory and geometry then perhaps BMO1 is easier and a calculus/mechanis/stats lover may consider STEP easier.
Another factor is that all STEP 3 questions are supposed to be at the same difficulty while BMO1 has an ascending difficulty so "on average" (Q3-Q4 in BMO1) it is perhaps easier although Q6 is oftentimes harder than a typical STEP 3 problem.