I have had 4 houses, plus son and daughters which I have been involved in, as as you say in the main once set they work, except for Shotton, my dads old house was a nightmare. The problem was bay windows, and the sun shining through them would cause the room temperatures to go crazy, what I needed was a TRV that would act fast enough so if the sun came out, it would turn off radiator quickly, and Energenie TRV heads did work, having spent £40 each plus the hub, when I moved I replaced the wax heads and took them with me.
I had no intention of fitting Nest at that time, but found no wall thermostat fitted here in Llanfair Caereinion and only two wires boiler to main house so fitted Nest which only needed two wires.
However in Shotton I also tried to set different temperatures at different times of day. It did not work as expected, I thought if I turned heating down to 16°C overnight it would save on gas, but it never cooled down that much, the house was clearly well insulated and even when below freezing outside rare to drop to 17°C in the main off at 10 pm and on again at 7 am and it was still sitting at 18°C. Hardly worth all the effort. They did stop the temperature over shooting, but the anti-hysteresis software was really OTT, and if at 7 am set to 20°C it was around 10 am before it was at new temperature, so I cheated, at 7 am set to 22°C at 8 am set to 20°C and in the main it was at 20°C at 8 am.
However it had been installed without a TRV in the hall where the wall thermostat was installed, I tried altering the lock shield valve, fitting curtains on the stairs, second inner door behind the front door all to no avail. if wind changed then all setting went up the creak, after pulling my hair out trying to get it to work, I decided to fit a TRV in the hall, every plumber I talked to said you never fit a TRV in same room as thermostat, however once set it worked really well, but key word is once set, I had to get the TRV to turn radiator off just before hall got warm enough, so likely TRV set to 18°C and wall thermostat to 19°C can't say exactly as TRV settings were *123456 which is about as much use as a chocolate fire guard, latter I fitted a Energenie TRV head which made it easier to change temperature, as could set TRV at 19°C and wall thermostat at 19°C no more guess work, so at last I could actually alter the temperature.
So here the Nest wall thermostat is linked to the dinning room, hall and living room TRV heads, so alter one and all are altered together. Kitchen and up stairs are independent but all around the Nest in the hall are linked. The hope is I can alter as I feel fit, without having to match the settings, that's now automatic. I can also turn off the office, or craft room when not in use, I hope that will save oil, as will the kitchen TRV auto turning off when the door is open to unload the car. Since never done a winter without Nest and 11 electronic TRV heads, can't really comment as to if improved, even by this time next year.
However whole idea of Hive, Nest, EvoHome, Tado and others is every room is only heated when required, this is how they claim to save money, so unless every room, well maybe not bathroom and loo, but nearly every room has it's own control, it can't work, but the big question is, does every TRV need to connect to the main thermostat, or if just the main ones connect is that enough? Sorry I have no answer yet.