I also ditched my “dumb” thermostats but went the DIY route. I put at least one temp sensor in each room/zone. Then switched out the actual thermostats with hard-wired Shelly relays from ameridroid. Everything is in a Zigbee network governed by “Better Thermostat” in Home Assistant.

A bit more work, yes, but everything stays local, I have all heating and cooling in one dashboard customized to my preferences, and the system is modular and extendable - next will be further automation with open door and window sensors + better presence detection.