At the moment I am experimenting with a sans-serif font for figures and a serif font for the rest of the document. When compiling this MWE with pdflatex everything seems to work smoothly. Switching to lualatex (on Texlive 2014) leads to error messages (Font shape OT1/ClearSans(0)/m/sl undefined) that some characters cannot be found and they are replaced by the standard serif font.
Why is the font handling different in this case and how can I fix this?
\documentclass{article}
\usepackage{pgfplots}
\usepackage{ClearSans}
\usepackage[eulergreek]{sansmath}
\pgfplotsset{
tick label style = {font=\sansmath\sffamily},
every axis label = {font=\sansmath\sffamily},
legend style = {font=\sansmath\sffamily},
label style = {font=\sansmath\sffamily},
/tikz/font=\sansmath\sffamily
}
\begin{document}
\begin{figure}
\begin{sansmath}
\begin{tikzpicture}
\begin{axis}
\addplot [blue] coordinates { (0,0) (1,2) };
\end{axis}
\node at (4, 1) { $\Delta T_{\mathrm S} + 25 + \alpha + \beta + a^2$};
\node at (2, 5) {normal sans serif text};
\end{tikzpicture}
\end{sansmath}
\caption{Some caption text.}
\end{figure}
text text text...
\begin{equation}
a^2 + b^2 = c^2
\end{equation}
\end{document}

lualatexandpdflatexhandle font in different ways. You can see http://tex.stackexchange.com/questions/13593/the-differences-between-tex-engines for some more details (not a dupe). [This comment is less relevant now that your title is complete, I'm afraid] – T. Verron Jun 27 '14 at 14:27