As adjectives the difference between spellbound and speechless
is that spellbound is fascinated by something; entranced as if by a spell while speechless is not speaking; not knowing what to say; silent, especially due to surprise, amazement, etc.
As adjectives the difference between transfixed and spellbound
is that transfixed is rendered motionless by completely focused attention, rapt, entranced, mesmerized while spellbound is fascinated by something; entranced as if by a spell.