So there is a grey, 3 core and earth cable, coming out of the FCU, and connecting to the thermostat - this would explain the use of sleeving.There is a brown (with black under), yellow/green, blue (with grey under) and just brown.
We could do with seeing a picture of the wiring behind the FCU to confirm the connections - this would be best done with the circuit off at your consumer unit.
...although I'm still going with my original guess!
Blue to Neutral
Brown to Live
A small link wire between Live and Com
Black with brown sleeve to Open
And safely park the earth.