Heat the vegetable oil in a skillet over medium heat. Cook the turkey thigh until both sides are brown, about 8 minutes per side. Remove and discard skin, return the thigh to the skillet, and cook until the skinless side is golden brown, about 8 minutes more. Remove the turkey thigh, and pour the Merlot wine into the skillet. Scrape and dissolve the browned flavor bits and drippings from the bottom of the skillet into the wine, bring to a boil, then reduce the wine to about 1/2 cup, about 10 minutes.
Place the turkey thigh into a slow cooker, and pour in the reduced wine, water, thyme, rosemary, poultry seasoning, salt, and pepper. Cover the cooker, set to Low, and cook for 4 hours. Stir in the tomato sauce, and cook an additional 4 hours; then remove the turkey thigh, and separate the meat from the bone. Return the meat to the slow cooker. Bring back to a simmer, pour in the half-and-half. Stir the cream sherry into the soup to serve.