Try Google Maps in a browser, as this one would show you both route options in different colours at the same time. The major difference between both IR38 and RE3 options is the route taken within the Canton of the Grisons shortly after departing St. Moritz: Either you take the shorter Albula tunnel (IR38) or further down the Engadin valley the newer, much longer Vereina tunnel (RE3) which obviously would hide more sights than the Albula option. Additionally, the Albula route goes over the quite famous (at least for train enthusiasts) Landwasser Viaduct, you might want to google that one. Just don’t miss it after Filisur, as it begins right after exiting a tunnel!
As already said above, there’s no routing relevant difference between changing trains in Thalwil or Zurich, as Thalwil is where the junction to Lucerne is located anyway. Just not all Chur-Zürich connections are stopping there, so changing trains in Zurich instead of Thalwil actually means a detour (approx. 10 minutes ride each way). Also, the Thalwil station might be more convenient regarding changing trains, as the station is much smaller than Zurich HB, so the distance between the involved platforms is likely to be shorter.
