The events of detonation and pre-ignition have a couple of significant differences:
(for reference, normal maximum cylinder pressure during combustion phase is roughly less than 60 bar / 870psi, I'm gonna get reprimanded for this number, I'm sure of it)
Pre-ignition is an event where the air-fuel mixture ignites on it's own before the spark ignites it. The mixture then burns at somewhat normal rate, but as the ignition happened way too early, and the burning mixture tries to expand against diminishing cylinder volume as the engine is still in compression stroke, it will produce excess heat and about 25% higher cylinder pressures.
Detonation is an event where spark has already ignited the mixture, but it also ignites spontaneously at a different part of the cylinder. The flame fronts propagate extremely fast and collide, creating extreme (and rapidly fluctuating) cylinder pressures. In worst cases the cylinder pressures exceed twice or more that of a normal combustion.
Assuming all other variables are the same: rpm, AFR, initial CHT and EGT, the differences in the "heat signature" when pre-ignition or detonation happen can be explained as follows:
In the case of pre-ignition, the excess heat is partially transferred to piston, cylinder walls and cylinder head in "a normal" manner (explanation coming). All of the excess heat does not have time to transfer into the parts and structure, and is thus expunged with gasses, and this can be observed as elevated EGT.
With detonation, however, the event is so violent it forms a shockwave that breaks up the boundary layer normally residing along the surfaces of the cylinder. This boundary layer normally acts an insulator of sorts. The extra heat is then transferred at a high rate to the surrounding surfaces. Less heat remains in the gasses and therefore the EGT is reduced.
Detonation is a very dangerous event due to the extreme pressures and high heat impact. Not to say pre-ignition is safe, but detonation is in a class of its own. I was unable to quickly find a reliable source for the following statement, but I'll spill it out anyway: While both events rise CHT, detonation will do so more dramatically due to the higher transfer rate and thus lower EGT.
The energy will have to go somewhere, and as in the event of detonation most of it goes to the engine itself, a catastrophic failure is imminent.