THIS PAPER IS ELIGIBLE FOR THE STUDENT PAPER AWARD. The $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-additive codes are subgroups of $\mathbb{Z}_2^{\alpha_1} \times \mathbb{Z}_4^{\alpha_2} \times \mathbb{Z}_8^{\alpha_3}$. A $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-linear Hadamard code is a Hadamard code which is the Gray map image of a $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-additive code. A recursive construction of $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-additive Hadamard codes of type $(\alpha_1,\alpha_2, \alpha_3;t_1,t_2, t_3)$ with $\alpha_1 \neq 0$, $\alpha_2 \neq 0$, $\alpha_3 \neq 0$, $t_1\geq 1$, $t_2 \geq 0$, and $t_3\geq 1$ is known, and for which types the corresponding $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-linear Hadamard codes are binary nonlinear codes is also known. In this paper, we generalize some known results for $\mathbb{Z}_2\mathbb{Z}_4$-linear Hadamard codes to $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-linear Hadamard codes with $\alpha_1 \neq 0$, $\alpha_2 \neq 0$, and $\alpha_3 \neq 0$. First, for these codes, we compute the kernel and its dimension whenever they are nonlinear, which allows us to give a partial classification of these codes. Moreover, for $3 \leq t \leq 11$, we give a complete classification by providing the exact amount of nonequivalent such codes. We also give several families of infinite such nonlinear $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-linear Hadamard codes, which are not equivalent to any other constructed $\mathbb{Z}_2\mathbb{Z}_4\mathbb{Z}_8$-linear Hadamard code, nor to any $\mathbb{Z}_2\mathbb{Z}_4$-linear Hadamard code, nor to any previously constructed $\mathbb{Z}_{2^s}$-linear Hadamard code with $s\geq 2$, with the same length $2^t$.