My tours will be in Europe (I like to watch world tour videos on YouTube, so the dream is there, but I'm not sure if I'll ever realize that dream, and if I'll do I'm pretty sure I'll know way more by then what bike I'll need for that, so "worst case" I'll buy another one and sell whatever I had) and I'd like to be able to get to not too hard core off-roads as well.
What I am not sure is how much it should bother me if I find a Thorn Sherpa or Nomad/Mercury or Club Tour and what are the real differences. If I understand correctly (but I'm here to learn!) then Nomad and Mercury are more or less the same with either derailleur or Rohloff hub. Am I mistaken? But I'm not sure what are the differences between Nomad and Sherpa because Sherpa is not included in the comparisons in the brochure.
You're getting a lot of good info here, and you'd likely get stuff even more helpful if you offered a stronger sense of what you think you'll be doing.
For the difference between a Nomad and a Mercury or Club Tour, you might think about it in terms of how often you'll be able to resupply with food and water.
A Mercury will carry a lightweight tent, sleeping mat, sleeping bag, stove, and sufficient clothes fairly comfortably, and probably without even needing front panniers if you invest in compact gear. And it will handle that on gravel roads and lanes.
If you're planning to ride from town to town in Europe, a Mercury could handle months-long camping tours no problem, and there are reports of people using them for just that.
Same for the Club Tour, which is just about a derailleur gear version of the Mercury.
Point being that you don't need to carry much food or water. Either bike could carry the above plus enough food for a couple of nights between towns, probably enough water as well.
The Nomad can do this too, and if you fit light running gear it won't weigh much more than a Mercury.
However if you're purchasing used, it's more likely you'll find Nomads built for their primary purpose, which is touring where you have to carry with you many days or perhaps weeks worth of food, and over very rough roads or tracks. Such as Mickeg's example posted above.
I'm sure they'd be fine on a Euro trip and loaded like you'd load a Mercury or CT.
It's just that they'd be heavier and stiffer than you'd need. That's only a problem if you make it one.