Place the whole beetroot in a large saucepan and cover with cold water. Add a pinch of salt, bring to a boil, then reduce the heat and simmer for 40–50 minutes until tender when pierced with a knife. Drain and allow the beets to cool completely.
Finely chop half of the oregano leaves. In a mixing bowl, combine the goat cheese, softened cream cheese, thyme, chives, chopped oregano, salt, and black pepper. Mix until creamy and evenly blended. Cover and refrigerate while preparing the beetroot.
Rub the skins off the cooled beetroot using your fingers or a paper towel. Wear gloves to prevent staining. Using a very sharp knife, slice the beetroot into thin, even rounds, about ⅛ inch thick.
Lightly grease a loaf pan and line it with plastic wrap, leaving enough overhang to cover the top later. Arrange overlapping beetroot slices along the bottom and sides of the pan. Spread a thin layer of the goat cheese mixture over the beetroot. Continue alternating beetroot and cheese layers, gently pressing each layer into place. Finish with a final layer of beetroot.
Fold the excess plastic wrap over the top of the terrine. Refrigerate for at least 8 hours or overnight to help the layers set firmly and toast the walnuts in a dry skillet over medium heat for 2–3 minutes. Add the sugar and water, stirring until the sugar melts and coats the walnuts. Transfer them to parchment paper to cool. In a small skillet, heat the olive oil and fry the sage and remaining oregano leaves for 1–2 minutes until crisp. Transfer to paper towels and sprinkle lightly with salt.
Unwrap the top of the chilled terrine and carefully lift it from the pan using the overhanging plastic wrap. Remove the wrap and place the terrine on a serving board or platter. Top with candied walnuts and crispy herbs. Slice with a sharp knife and serve chilled.
