I have one, and it more or less just showed up. First question: do you have any other zwave devices active & fully functional? There's a bunch of cheap-ish switches you could get just to validate general network functionality.
It sounds like you might be in reduced power mode. On the thermostat, there should be a wifi icon top-right. If that icon has a little dot at the bottom, it's in 24VAC mode without 24 VAC power. From the manual:
Thermostat is either included in a Z-Wave network but the Z-Wave signal is lost,
or is included but AC power is lost (battery used as backup). In this case, Z-Wave
radio is turned off to preserve battery life. AC power must be restored or you have
to change the power mode. It can be done via excluding thermostat from Z-Wave
network and including again in battery power mode where batteries are used as
main power source. You can check the actual power mode in the thermostat
MENU/DEVICE INFO.