Rinse the turkey thigh and pat dry. Season both sides generously with salt and pepper. Brush the underside with mustard and sprinkle with dried thyme and dried rosemary.
Melt the butter in a large roasting pan over medium-high heat. Sear the turkey thigh skin-side down for 3-4 minutes until browned, then flip and sear the other side for 3-4 minutes.
While the turkey is searing, preheat the oven to 150°C (302°F) using the convection setting.
Peel and halve the onions; peel the carrots and cut into large pieces. Add vegetables to the roasting pan and fry for 2-3 minutes. Deglaze with 1 cup orange juice and 1 cup water (adjust to taste for more or less fruity flavor).
Cover the roasting pan and place on the lowest shelf of the preheated oven with the skin side facing up. Roast for 1 hour.
While the turkey roasts, prepare the caramel sauce. Heat the sugar in a saucepan over medium heat, stirring occasionally, until it caramelizes to a deep amber color (about 5-7 minutes) — do not let it turn dark brown or it will taste bitter. Remove from heat and carefully deglaze with 1 shot sherry and a dash of orange juice (add a little more to taste), stirring to combine. Set aside.
After 1 hour of roasting, remove the lid and pour the caramel sauce over the turkey thigh. Return to the oven uncovered and continue roasting for 30-45 minutes. Check the liquid level after 20 minutes and add a little water if needed.
If the skin is not crispy enough, increase the oven temperature or switch to the broiler for the final 2-3 minutes of cooking — watch carefully to prevent blackening.
When the turkey has roasted for 1.5-2 hours total (depending on size), remove from the oven and verify the internal temperature reaches 74°C (165°F). Pour the pan juices through a sieve into a saucepan, whisk in the dark sauce thickener to thicken, and adjust seasoning with salt and pepper as needed.