Simple question:

Is there any differences between installing Gold on one hand, and installing (and patching) vanilla + warlord + beyond the sword, on the other?

If so (like gameplay tweaks, bug fixes, anything) please list each difference.

There is no difference between gold edition and Vanilla and Warlords fully patched.
BtS is not included in Gold Edition and there have been some people who had problems installing it on gold edition (though not all had that problem).
If you want to have BtS as well I would recommend either buying all three games or buying Civ4 Complete (which has all three).
Edit: oh and why is this a bug report? ;)