Thiol prefixes for nomenclature
Mercapto- and sulfanyl- are both prefixes for use with the $\ce{-SH}$ group (known as a thiol), while thio- is used to denote the "sulfur" equivalent of an oxygen-containing functional group.

More details from the IUPAC Blue Book:


Mercapto- is mostly abandoned, and only used as a prefix for -SH
groups. This quote is from the older edition of the Blue Book. "When -SH is not the principal group, the prefix "mercapto-"
is placed before the name of the parent compound to denote an
unsubstituted -SH group."
Sulfanyl- "In these [1993] recommendations,
the prefix "sulfanyl-" is preferred to "mercapto-" which was used in
previous editions of the IUPAC Nomenclature of Organic Chemistry."
Thio- "In nearly all its applications "thio" denotes replacement
of oxygen by sulfur."