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This should be the manual for that thermostat.
If you have a volt meter test for 24 volts as marked in the screen shot below
If you have 24 volts there, the thermostat is bad. If you do not have 24 volts across those two terminals
then there is something wrong inside the heat pump air handler, a blown 24v fuse, bad transformer, broken wire or etc.
Let me know if you need training on how to do further diagnosis and repair.
We can go from there.