Replacement sheet metal will be coated with one of these two materials, instead of being sold as bare metal. Both of these coatings are a major improvement to the original sheet metal, as standard practice in the past only used spray guns, which would have trouble reaching certain tight fit areas with the factory paint.
EDP is the most common coating, which stands for Electrophoretically Deposited Primer. This coating not only helps to prevent rusting of the new panel, but also provides protection against contaminants during transit or while in storage.
The sheet metal is electrically charged and then placed into a bath, which attracts an even layer of primer across the entire surface of the panel. EDP can be left on the panel safely as an additional layer of protection under the standard primer and paint but should be sanded/removed at any points where the panel will be welded.
See more about EDP in this Article: What in the EDP is on my brand new body Repair Panel?
Weld-Thru Primer is a similar protective coating, however as the name implies it promotes protection of the metal after/during welding. This is useful with welding-in panels as the special primer adds a layer of protection under the weld points, preventing future corrosion and rust from forming at the welds as well as filling in impurities in the metal itself. Weld-thru primer requires less preparation than EDP coated sheet metal.