The diploma is a document very similar to the certificate of graduation, it just says diploma on it in the English translation. Usually Chinese institutions know about this, so if you could ask someone at your school that you need the Graduation Diploma I am pretty sure they will be able to explain to you what it is.
当时对方通知我“In the envelope with your transcripts I have only found the degree certificate and not the diploma. We need both those documents in order to proceed.” degree certificate应该就是学位证明的意思吧,那怎么还要diploma。。。 完全搞不清对方学校要的什么了。。。