coolcatiger… it’s a stretch, but have you tried removing the module, deleting the programming, re-installing the module and then re-reprogramming?
I know on my Kwikset door lever they warned that any codes entered prior to installing the Z-Wave module wouldn’t work anymore. If I had to guess I would say they are forcing codes to be entered AFTER the z-wave module is installed to ensure that the module knows about all the codes. That way there isn’t some phantom code that will open the door that a owner doesn’t know about because Z-wave interface doesn’t know bout it.
Obviously this is for my door handle, not your thermostat. But the same principle might apply here. They want to make sure any programming put in the zwave module knows about, so any previous programming might not work exactly as intended. Like I said, it’s a long shot, but something to perhaps try if you haven’t already done so.