My first question is what are you controlling with that thermostat? A furnace, heat pump, air conditioner, or some combination? If a heat pump, does it have electric heat strips? Do you have more than one of any of those units? What are the brand names and model numbers? Did you check the manuals for the equipment you're trying to control to see if it has any special thermostat requirements? The installation manual should have wiring diagrams and show how things connect up.
As you can see, there are far too many possibilities, and many questions to be answered before a solution can be determined. Household furnaces and heat pumps are fairly standardized and thermostats are generally interchangeable. RV systems can run the whole range from simple to complicated, with some systems even requiring proprietary thermostats that can't be replaced with a simple household thermostat.
More information is needed.
Adam and Sue, and a pack of little furballs
2007 Holiday Rambler Endeavor 40PDQ Limited Edition - Cummins ISL 400
2013 Ford F-150 FX4 toad - USGear Unified Tow Brake, Roadmaster Blackhawk II Tow bar, Blue Ox baseplate
Home base near Buffalo NY, often on the road to a dog show