The TD004 error can occur when your thermostat goes to sleep before it finishes adding it to your account in the Nest app. Try these steps:
On the thermostat screen, select Learn more > Reset device. This doesn't reset to it factory defaults, it just resets the account info on the thermostat. Once your thermostat has finished restarting, resume setup in the Nest app.
To avoid this issue and keep the thermostat awake while you add it to your account, you can try pressing the screen every 20 seconds or so.
