I too have used Nevo controllers to directly control a few Z-Wave devices (mostly lights, but I have played around with thermostats as well) and I think it's pretty damn cool stuff (especially for the price).

ml3456, there are a few things that could go wrong when setting up Z-Wave devices for Nevo, but once you get a feel for it the first time, it becomes pretty easy.

Because it is hard to say what exactly is wrong with your setup, if I were you, I'd start over from scratch. First, just make sure all the Z-Wave devices (like lights, etc.) are reset, you need to remove them from any network that they may think they are on. You need to find the "Remove" button somewhere deep in the Settings screen of the Nevo controller. I think you have to go to Ecosystem - Advanced and it should be somewhere in there. You'll basically "unpair" the Z-Wave device from the network so that the device will be ready to join the network again when you go through the setup wizard later. When the wizard asks you to hit the "program" button of the device, that means just press the light switch.

After you've successfully removed all of the devices one by one, you should now perform a Z-Wave factory reset of the Nevo controller (don't worry, it's only a factory reset of the Z-Wave settings, your config will remain just fine). You can find this in the Z-Wave settings screen and then I think you have to hit the Advanced button. Anyhow, factory reset the Z-Wave settings and then the original Wizard should pop up.

Now that you have a "clean" network, you'll have to add the Z-Wave devices again one by one (and oh yeah, if you had a NevoConnect in this network, you would have had to also removed it from the network like you did for the other Z-Wave devices) using the chart that pops up on the Nevo controller screen. Make sure you add the devices in the order that it asks for. It'll ask for any NevoConnects first and then the rest of your Z-Wave devices.

When I was first experimenting with controlling Z-Wave devices on a Nevo, I had to do this a few times until I got use to following what the chart asks you and in the order that it asks you.

If you are still having issues, you may just want to contact Nevo support.