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Honestly, any honing compound will do the job. The Tormek compound is deliberately oily in order to maintain the suppleness of the leather. The Tormek compound I suspect to be Aluminium Oxide but it is probably a medium grit as honing compounds go. There is nothing stopping you hand stropping after the fact. It would not take much to refine the edge further.

Basics first. A burr will develop when you have established and edge. An edge is the intersection of two planes. In other words when your bevels on either side meet as you sharpen the burr will develop as a result of the movement across the edge of the grit on the wheel. If there is no burr then you have not yet created an edge - ie not sharpened the knife.

When you say that older knives sharpen fine then that is a sign that your technique is not at fault. The next issue is the sharpening material and whether it is harder than your steel you are sharpening. Sharpening at is most basic is scratching of a softer material (your knife steel) by a harder material (your abrasive grit). The SG wheel is ideal for carbon steel which is softer than the SG stone. For harder steels such as many Japanese knives or harder alloy knives the SG is too soft and will not "scratch" the edge, thus not really sharpen well. For these you will need the SB or D wheels, or something similar from third parties. 

A good indication that the steel is too hard for the SG wheel is that it glazes quickly. When you grade the SG wheel coarse and start to sharpen it quickly looses its coarse top layer of grit and becomes shiny and smooth and stops grinding. You can tell from the look, sound and feel of the wheel that it is glazed. (This happens because the knife is grinding the grit on the wheel and smooths out the top layer of grit. In other words the steel is sharpening the grit instead of the grit sharpening the knife.) If that happens then you need to move to a harder sharpening wheel such as the SG D or maybe CBN wheel.

I saw here in The Netherlands an interesting stone:

https://www.vynckier.biz/be-nl/743107207-743107207

This is a white stone and therefore aluminium oxide which is softer than your HSS drill bits. You will need silicon carbide CBN or diamond.

In my experience the DC wheel or something around 300G is more than adequate to re-establish the bevels on the drill is sufficient for anything up to about 15mm. I have not sharpened larger as yet. It is important to use a harder grinding material though.

For reference native aluminium oxide is white and silicon carbide is green.  With impurities aluminium oxide can be greey and silicon carbide can often be black with the binders but make sure you are using the correct abrasive.

I'm using it on HSS and it simply doesn't seem to cut steel

There is your problem. The SG-250 is Aluminium Oxide and softer than HSS. You need a harder abrasive than HSS which would be either Silicon Carbide (the black stone wheel) diamond or CBN. I opted for the diamond wheels and lately threw in an 80G CBN but the Black wheel would also be suitable.

The SG wheel is fine for carbon steel. You average knife, regular chisels and plane blades will be fine but newer harder steels that are now popular will have a herd time on the SG.

Diamond is pretty much inert at room temperature so I would nit imagine that there would be any adverse effects. If it was absorbed then it would probably be absorbed into the body's fatty deposits or eliminated via the regular purging processes. If there is any good scientific research into this I would be interested to see it.

was wondering if the composite honing wheel is the best way to achieve a refined apex

The composite wheel is coarser than most honing compounds. It is good for general purpose kitchen knives since it leaves some tooth behind which is better for general kitchen work. If a low BESS score is your aim then stick to leather

Secondly, does anyone use multiple wheels with different honing compounds?

Many people do but IMHO you are better off going to flat hand stropping to refine the edge such as used by iSharpen - Bazz.

The main reason I ask is that supersteels would need diamond paste to hone properly

There are harder honing compounds that work with hard steels such as HSS. Diamond is a good, but not the only option.

I will never stop training free-hand sharpening

It is a really great skill to have.

There are two schools. Frank Klausz clicks the bevel on the stone to find the angle and just hones in that position so he actually hones the bevel and the heel of the hollow.
Rob Cosman after finding the angle raises the blade a bit and doesn't touch the heel.

Both are experienced and skilled woodworkers and both are good options. Rob is a big proponent of these shortcuts such as the ruler trick and secondary bevel.

The traditional method is to not create a secondary bevel which was what I was taught. Older steels were softer carbon steel and you would take them back to the stone often, no stropping.  You would go back and forth between the bevel and back to remove the burr. It is only in recent years that the plethora of different and more sophisticated techniques has begun to arise. If you look at the older generation they tend to pretty much keep it simple. People such as Frank and Paul Sellars use the more straight forward and simpler methods.

I think that one of the reasons that secondary bevels has become so popular is the modern use of harder steels in chisels and planes where if you work on the primary bevel only it takes much longer.

I don't tend to use secondary bevels that much on the older tools but with the PMV-11, O2 and A2 steels it makes more sense to create a secondary bevel, remembering that it will take that much longer to create the primary bevel when needed. The other advantage of a secondary bevel is that it takes less skill to get a better edge, but of course that is moot when solely using the Tormek.

Having said all of that I do raise the tool rest up a turn or so when finishing on the DE, partly that the DE seems slightly larger than the DC and the DF and partly just to reduce the time to bring the edge to 1000G.

In the end it really is up to you as to which technique you feel most comfortable with. What you are trying to achieve is an intersection of co-planer surfaces and on your chisel with as flat a back as possible. There is a lot to be said for experimenting with different techniques until you find one or more that you are happy with. Also using different techniques for different tools and steels is also an option.

As a final note look up Paul Sellars videos on sharpening. What he does is pretty much how I was taught.

What kind of diamond wheel do you use? Coarse, fine or extrafine?

Depends really. If you re re-establishing your primary bevel Start with Coarse and go up to whatever grit you prefer. I move through DC to DF add DE then hand hone on a 5000 Shapton before stropping. It only takes a few strokes on the 5000.

Thank you so much, do you think 10 inch will work with T-4? Or I need to look 8 inch version?

Sorry - I missed that you have the T4. AFAIK all of the knockoffs are 10"

You could look for pre-loved SG 250 stones that are worn down but still in good condition.

There are a number of Tormek knock offs such as Wen. Any of them should be suitable. You may need to pack the bore which is 1/2" = 12.8mm as opposed to 12mm for the Tormek. A layer of blue tape may suffice.

https://wenproducts.com/products/4270-009-10-inch-wet-grinding-wheel

Your problem is that PM-V11 is harder than you Aluminium Oxide or corundum wheels. I have some PM-V11 and I sharpen them with Diamond wheels. Not sure why you have issues with diamond bench stones with PM-V11 - they should be fine. They will obviously take longer than lower hardness carbon steels but that is to be expected.

Your options are Silicon Carbide or the black stone, Diamond and CBN all of which are harder than PM-V11 and thus suitable for sharpening them.

The wheels you linked to is corundum, or Aluminium Oxide and thus too soft for PM-V11 - pretty much the same as the Tormek SG wheels.

Using plastic in the fingers is an excellent method since the tips of our fingers have a lot of nerve endings and are this sensitive to any movement or irregularities. The trick is light pressure. the more gently we hold it the more sensitive that method would be. Holding it too tight will swamp the nerve impulses and dampen any vibration. It is like looking for roughness, very gentle is the trick.

I did this and discovered a few things.

There are some 3D models here https://www.printables.com/model/394248-tormek-leather-honing-wheel-la-220-alternative

The pins on the wheel are very weak so maybe use a stronger filament or 100% infill around the pins. Mine broke off so I drilled them out and used short screws which work well.

The maker suggests epoxy or superglue. I would definitely not use superglue. I used contact cement which worked perfectly. He also appeared to use an angled butt joint - again, I would not do that.

I cut the leather slightly wider than the wheel and trimmed it to width after gluing it on using a skiving knife. As for the join I did an angled skive of about 15-20mm and overlapped so that the join faced away from the direction of rotation so that use would not cause it to lift up. The overlap was slightly bumpy so I laid the wheel on its side and used a skiving knife to trim it flat then used a sanding drum on the Dremel to sand it perfectly flat. I finally ran the tips of my fingers over the join to test its flatness.

After deburring on the wheel I actually use a flat hand strop with green compound to refine the edge and this seems to get the best results.

So my question is can I use that as is or I need to make it flat or I need to buy a separate tip? ($63), any tip for this one

The trueing tool is fine. It can be as rough as you like. It won't matter. Just take your time winding it across the wheel.

holder jig I have is a pretty short, can I use that one or I need to purchase the large one?

No you do not. The short jig is perfectly fine. The long jig is only for long flexible knives that bend too much as you sharpen them. I have sharpened many knives with mine and am yet to need to use the long jig.

I would recommend that you watch the Tomek videos on the Tormek Sharpening Innovation channel on YouTube. Start with the videos on the topics of most interest to you, for instance the one on knife sharpening.