What is the changelog between 8062, 8064 and 8065 XBP24-DM (digimesh) firmware versions? Are they fully compatible?

They are compatible. That said they did fix plenty of bugs. Which means that any of the fixed features will work differently (better.)
There is a large amount of changes so I will just copy them here.

8x64
" Release Version: 8x64

±------------------------------+
| New Features and Improvements |
±------------------------------+

  • Added the ATAG command. (Aggregator Addressing Update)

  • Added the trace route command on unicasts.

  • Added NACK functionality on unicasts.

  • Added the ATFN command. (Find neighbor)

  • Added the test link cluster ID.

  • Added a number of diagnostic commands.
    (See the Diagnostic sections available in the X-CTU Modem Configuration tab)

±----------+
| Bug Fixes |
±----------+

  • Querying ATOS for large sleep periods was resulting in the wrong value.

  • Certain payloads of encrypted packets were not getting sent correctly.

  • Fixed bug where a remote WR command would immediately apply changes to CH when not desired.

  • Fixed bug where changes to the IF parameter would apply a value other than that set.

  • Removed the BD8 option because the error margin at that baud rate is unacceptable."

8x65
"

INTRODUCTION
These release notes document changes made to the firmware on XBee and XBee-PRO
DigiMesh 2.4 radios.

ENHANCEMENTS

  • Added the ability to enable a clear channel assessment (CCA) feature with
    the ATCA command.

  • Added Test Link functionality for RF link reliability testing.

  • Added the ability to enable a Trace Route or NACK on transmitted packets.

  • Added a Find Neighbor (ATFN) command.

  • Added a command (ATAG) for building and repairing routes to a node and for
    replacing aggregator nodes.

BUG FIXES

  • Fixed bug where ON_SLEEP didn’t always work correctly after power-up.

  • Querying ATOS for large sleep periods was resulting in the wrong value.
    This has been fixed.

  • Certain payloads of encrypted packets were not getting sent correctly.
    This has been fixed.

  • Fixed bug where a remote WR command would immediately apply changes to CH
    when not desired.

  • Fixed bug where changes to the IF parameter would apply a value other than
    that set.

  • Removed the BD8 option from the .mxi file because the error margin at that
    baud rate is unacceptable.

  • Fixed bug where some radios would not receive data after powerup until after
    the receiving radio had transmitted data.

KNOWN LIMITATIONS

  • When streaming broadcast messages, occasionally receiving radios will
    output a packet out its uart multiple times."

As you can see they fixed and added quite a few things. I recommend updating all your modules to the new firmware it has worked well for me. Though I would also use all the same firmware if possible.

The release notes provided by Digi contains all such information which is required. Find the release notes of Digi Mesh at the following link, http://ftp1.digi.com/support/firmware/93009457_A.txt