During would indicate when/under what circumstance something occurred, whereas throughout would mean that it is continuous or reoccurring.
For example; "Some time during last night, ambulance sirens were blaring and I was unable to get a good night's rest"
This tells us that it occurred while the sun was down, and it doesn't necessarily imply that it was reoccurring or that it was in any way continuous.
"All throughout the night, I kept waking up to the sound of ambulances and police cars passing by my house!"
This one alludes to a night full of constant noises from cars passing by causing noise, because the word "Throughout" would tell us that there was a continuous disturbance that lasted the entire night (or the majority of it, or periodically throughout).
Hope that helps.