What is the difference between prescribed Vitamin D and a dollar store Vitamin D?

The prescription strength is usually MUCH higher in dosage. 50,000 is only available by prescription. (By the way this is free if you have a Sam's Club card and are a Plus Member.) 
the typical prescription dose would be 1 of the 50,000 a week for a month or so then one capsule a month until your tests show you are within a normal range. 
You could get the higher dose by taking many capsules of the highest OTC you can find but that would probably cost you more since OTC are not covered by insurance and prescriptions are. 

My Rx for Vitamin D2 is for 50,000 International Units. That is much more specific, and more volume than food supplement D. And with my script, I only take one capsule a week.

Sometimes insurance will pay for vitamins if prescribed by a physician. 

The price?
I could'nt get omega 3 capsules on my prescription, so I buy them from the supermarket in 'bigger' tubs.

A lot of stuff at the dollar store is cheap crap that may or may not have exactly the ingredients listed.
You can get a decent vitamin D supplement at any Walmart, Kmart, Walgreens, Target all in the vitamin department.

You have no idea whether the dollar store D is anything other than corn starch.

You would need to read the ingredients and compare them.