Hello again, you have the heater installed correctly from what I can tell.
However if the wall thermostat is placed above the heater, it will tend to get warmer than if it is placed further from the heater, ideally below it where it will sense the room air returning to the heater. That is a *possible problem. It could be getting hot and shutting off the heater.
Test that as mentioned in my first response, twist the two wires that go to it together, if the solves the problem then we know it was getting hot and shutting off the heater.
This raises a second issue. Why have you installed a thermostat above the heater when it has its own built in thermostat with the control knob on the lower left? It should work that way though. I am just wondering why.
Is that thermostat above the heater rated for 110 volts? are the wires attached to it at least size 14 AWG?
This heater should not be going off after 30 seconds of course, The check out procedure is to simply bypass each of the control components as mentioned earlier, briefly, as tests only.
The high limit safety t hemostat is a small round device mounted close to the electric heating coils near the hot air outlet inside the factory built unit.
I could not find a diagram for that unit on line. An appliance man would have no trouble finding it by just following the wires... that however is not something you should have to do with a brand new unit, especially if you don't have the necessary skill set.
this is a typical high limit safety thermostat.
The thermostat that controls the temperature in the room is located directly behind the knob on the lower left of the unit, with two wires attached. to check that one you can remove both wires and tie them together, if the unit keeps running after that, then you know the thermostat is bad.
If you followed the wiring diagram that came with the unit however, the thing to do is to return the heater and get one that works properly...working the unit will void its warranty along with wasting your time.
Let me know why you put an additional thermostat above the heater... and what size wires are attached. (I want to make sure it is not a millivolt rated thermostat, which would be dangerous in this application.)