I tried looking up how the new thermostat is wired, this
was the only instructions I could find as to how it connects to boiler. There was a
youtube video. And it showed a connection lead which plugs into the relay box, however another video shows a two wire connection
it seems powered from batteries. It does seem there is also a modulating version, as well, but all I can find seems to show it controls heating only, nothing for the domestic hot water (DHW) and with an oil boiler it seems likely the thermostat needs to control a motorised valve then the valve controls the boiler.
As said better to start your own thread, as too easy to make mistakes with a general answer.
In the main to improve control for central heating the TRV (thermostatic radiator valve) is at the heart of the system, with a gas modulating boiler they can work mainly by the temperature of the return water controlling boiler output, however with an on/off oil system that does not really work, as I have found out the hard way when I tried to copy what I had done with my late mothers gas boiler system with my oil fired boiler.
The problem is the TRV will not start/stop the boiler, so you need some type of hub to turn on the boiler should any TRV head demand heat, my bedroom TRV may open at 9 pm to warm bedroom, but unless the boiler is running, it will do nothing. Some thermostats act as a hub, unfortunately my Nest Gen 3 does not, it has all clever algorithms but really I could not care less what temperature the hall is, I want to control all the other rooms.
The result is a very simple bi-metal strip thermostat would likely do a better job. My main problem is I want to control DHW and CH and power the thermostat with two wires, and Nest Gen 3 will do that.
But that's my problem, we really have no idea what your problem is. No idea what type of boiler you have, or what type of TRV's you are using, so start a thread giving your problems and asking how to over come them, then maybe you will get some helpful answers.