List<int>[,] is a two-dimensional array of lists. You should define 'matrix' size which cannot change. After creation you can add lists in cells:
List<int>[,] matrix = new List<int>[2, 3]; // size is fixed matrix[0, 1] = new List<int>(); // assign list to one of cells matrix[0, 1].Add(42); // modify list items
List<List<int>> is a list of lists. You have list which contains other lists as items. It has single dimension, and size of this dimension can vary - you can add or remove inner lists:
List<List<int>> listOfLists = new List<List<int>>(); // size is not fixed listOfLists.Add(new List<int>()); // add list listOfLists[0].Add(42); // single dimension
They are different data structures.
Actually you are over-complicating question with items of type List<int>. Structure will stay same with any type T. So, you have here two-dimensional array T[,] and list List<T>. Which are, as stated above, completely different data structures.
List<int>[,]as being closer toList<List<List<int>>>(since there's three dimensions in each; the major difference being that the latter is jagged, i.e. each list can be a different size).