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Lets start y making sure thermostat is setup to operate properly with your system.See pages 15 -17 in this manual and verify if you have gas or electric furnace an thermostat is set accordingly.
Yes fan should stop within no more than a couple of minutes.
Did you verify thermostat settings?
Function 6 set to 9
Function 8 set to 9
If these functions are set to 5 instead of 9 the thermostat is depending on furnace to shut down which the electric furnace will not do.