Did you figure this out? I have the same set up. The W controls the additional heat source (e.g. AUX or E (Emergency heat) (inside in the furnace) when it's very cold the heat pump doesn't do well, and I assume the thermostat looks at the delta between the desired heat and actual heat to make that determination. SO, I think you just plug the W (White) into the single W on the regular NEST. The more expensive Learning version has additional inputs (e.g. W1, W1, Y1, Y2) to support systems with multi-stage cooling and heating options. I just have 1 yellow and 1 white coming out of the wall so I think the regular NEST will work fine, and the configuration checker agrees (if I don't check both the AUX box and the E box, which would indicate 2 separate wires)). Note: I also have the Orange wire to tell the heat pump to switch between heating and cooling.