Thread.Sleep(2500) vs. Task.Delay(2500).Wait()

Using Wait on an uncompleted task is indeed blocking the thread until the task completes.

Using Thread.Sleep is clearer since you're explicitly blocking a thread instead of implicitly blocking on a task.

The only way using Task.Delay is preferable is that it allows using a CancellationToken so you can cancel the block if you like to.

Thread.Sleep(...) creates an event to wake you up in X millisec, then puts your Thread to sleep... in X millisec, the event wakes you up.

Task.Delay(...).Wait() creates an event to start a Task in X millisec, then puts your Thread to sleep until the Task is done (with Wait)... in X millisec, the event starts the Task which ends immediately and then wakes you up.

Basically, they are both very similar. The only difference is if you want to wake up early from another Thread, you won't hit the same method.