is this a trailer or modular home so you have to go to the furnace to switch it to cooling and fan? If so your programable stat will not work on that system. You would have to run new 4 wire and do a lot of rewiring at the furnace. Later Paulbm

I disagree with Petey (and with Bus). There is nothing wrong with the thermostat in this application. 410A would have been a better fit but all you're doing is leaving out the second pole on the 410B. You've wired it wrong, though for the life of me I can't think of how you did it. If you'd hooked up the wrong terminals it would be OFF all the time. I suspect you've somehow shorted the wires together separate from the thermostat itself. The color of the wiring isn't particularly obvious. I got it wrong myself (my dumb fault for not reading the instructions). There's not much to this device, the operation is purely mechanical which closes the two switches.

From your description I think you have a line voltage thermostat. These have four wires, two for the 220V supply, and two to control the baseboard. Here is a programmable line voltage thermostat on Amazon for $46. It is rated for 15 amps which should be sufficient for your 1000W heaters.

In a two wire thermostat which is controlling heat only, the connections are 24 V power (R) and heat (W). When the thermostat calls for heat, the W terminal is energized to 24 V. You have to trace the red and white wires to seen how they are connected in the boiler. I would think the red wire is the R connection, and the white wire is the W connection, but that is not guaranteed. The terminals in the picture make no sense since nothing is connected to W, and there is a connection to Y which is normally used for cooling. I am not sure the purpose of this connector. Do you have an AC controlled by another thermostat? Does the Honeywell thermostat you purchased have WiFi? If it goes then you need a ground connection. There should be a ground on the furnace control board. Once you find it you will have to run a wire up to the thermostat.