Composites with differently shaped micro- and nanofillers show various, unique thermal, and physicochemical properties when mixed with carefully chosen polymer matrix. Selected composition holds strategic value in achieving desired properties that is biodegradability, thermoelectric conductivity, and shape memory for organic coating. The main aim of this work is to briefly examine structural changes after reaching percolation threshold and activating healing abilities within exploited (8–2 wt ratio) polyurethane–polycaprolactone thin films mixed up with different types of metallic and ferromagnetic microfillers. They, with applicable dosages of reduced graphene oxide nanoparticles, should enhance materials’ mechanical and conductive properties. Microscopic and spectroscopic techniques accompanied by extensive thermal analysis have been chosen to provide useful information about local changes in surface structure and morphology. Moreover, pristine, percolating surface with inner-formed, metallic structures shows moderate conducting properties within exploited materials which unfortunately diminish after thermal healing stimulus is being applied. This statement is supported by observing the coverage of regional defects and nearby pores with a concise, uniform layer of blend having different PU:PCL ratio. Including the additional fact that apparent filler migration is changing local dopant composition brings up an assumption that both phenomena have negative synergy effect on each other.