Although the Horstmann HRT2/3
has a neutral it will work without one but with a larger hysteresis. Both are class II however there should be a parking terminal for the earth to comply with BS 7671 however I can't see one in the instructions. BS 7671 says "A circuit protective conductor shall be run to and terminated at each point in wiring and at each accessory except a lampholder having no exposed-conductive-parts and suspended from such a point." but it seems this is often not complied with.
So one would expect only 1 and 3 to be used, however plumbers are notorious for flawing the rules. So one would need to check the wiring at the other end.
The room thermostat is often only there to inhibit the central heating from starting up in the summer, as such the high hysteresis does not really matter, in fact it can be an advantage. That is of course if you have TRV's to actually control room temperature. In my life I have lived in four houses, each one very different, house one parents the rooms had doors, with no vents in doors, and the TRV's controlled each room, and the hall had a TRV and a wall thermostat, the idea and it did work, was the TRV in hall allows fast reheat of hall when door opened, and it would turn off before the wall thermostat temperature, so programmer stopped boiler running over night, and wall thermostat which was set low around 18ºC would turn off boiler on a warm day, the TRV would maintain hall at around 17ºC and each room controlled by the TRV's in the rooms, and boiler would modulate to match output required.
First house was hot are central heating vents in all internal doors for return air. One thermostat in main room controlled all.
Second house open plan, TRV's stopped bedrooms over heating, and down stairs one thermostat between dinning area and living area.
This house 9 programmable TRV's in main house, and a wall thermostat in the hall, and the heating does not work very well, as unlike parents house, the hall takes too long to cool, one can adjust heating speed with the lock shield valve, one can't adjust cooling speed, so intend to add a second thermostat in parallel.
The reason I have said this, it to say how every home is different, I expected to emulate parents home, but it did not work, may be because I have an oil non modulating boiler than they has a gas modulating boiler, but each home is different, this is why the people setting up the system are called engineers, trained to over level 3 so degree standard. I am trained to level 5 but as an electrician not a heating engineer.
But it seems you must look at other end of that cable, may be at boiler, or may be at a wiring centre, some boilers you can't access the wiring without breaking the flue seals, which then need testing to see if sound, which means may need some one with OFTEC or Gas Safe certificates. One would expect there to be some warning do not remove if it needs special training with some reference to training required.
Although one can't be sure of that, after all they call them boilers, but if they boil they say they are faulty!