Welcome to the forums cosmic!
From the amps you have mentioned, I have 3 of them: the PG Spark, the THR 10, and the Katana (although I have the Katana 100).
I've not used the Nux at all.
As adi_mrok says, the Katana can play at low volumes. If you are considering something you can take out to rehearsals or even gigging in the future, it's a great option. The thing to consider is that it is physically relatively large (compared with the other options) and you really need at least 2-3 ft of space in front of it as well. So consider where you would put it. The Katana has a bucket load of cool effects built in. It has an aux input but no Bluetooth.
The PG Spark is a decent little amp and is great value for money. Just don't believe all of the hype on the Internet. It's good, but not as "special" as some of the reviews make out. The advantage of the Spark is it is relatively small and has some decent amp models and effects, although it's not as flexible as the Katana in terms of effects. It also has Bluetooth which is great for streaming backing tracks, Youtube, etc.
The THR is a great little amp. It sounds good, is easy to use and look great in almost any environment (which might be a consideration). It's limited in terms of effects compared to the other options, but it has enough for most basic uses. It also has Bluetooth (in the mkII version), and makes a great Bluetooth speaker. There's options for an onboard rechargeable battery and a wireless guitar transmitter if you want, although these push the price up a fair bit.
In many respects the THR-II 10 and the PG Spark are very similar. The PG Spark is cheaper and is great value for money, but the THR is, IMO, better built and, generally, a better quality product.
Feel free to ask me any questions.
Cheers,
Keith