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Hello, if you pried the front part off of its wall mounted sub base and did not see any batteries then there are none... the batteries are not visible from the front of the thermostat.
Beyond this level you need some skill with a multi meter to go further.. if none of that is in your skill set, tell me which direction you are from the center of the nearest town or city and I will see if I can locate the best rated service outfit in your area to come out and fix it for you.
that is a well established well rated company in your are that can fix you up.
Its time to rate my work, in exchange I will hold the question open for any follow up that you might need later. Thanks