They make more complex divertors that can run one, the other, or both. They cost more. A typical showerhead should be less than 2.5gpm. A 1/2" valve should support two, more is unlikely. Pressure balanced verses thermostatic should not make any difference. Personally, I prefer the thermostatic...set it once, and then just adjust the volume. Winter/summer, it stays the same. But, with a well, your water temp may not vary that much. But, as the pressure tank empties after sitting for overnight, the well water could drop it a lot, and with a thermostatic valve, it would adjust the flow to maintain the temp...nice.
The pros here like Delta. For my own home, I chose Grohe. who knows for how long.