Thanks for reaching out and for the photo.
Just to confirm, do you have a dual fuel system? This is a combination of a heat pump for primary heating and cooling, and a furnace usually gas or oil) that provides a second and/or third stage of heating and is sometimes also called a hybrid or packaged system.
If you do, you will need to have a trained professional set up your thermostat. It’s important for a professional to assess the requirements for your specific dual fuel configuration since choosing incorrect options for a dual fuel system can result in damage to your system. Please contact a local pro.