Separate thermostats vs. dual-zone thermostat
They can fail, everything can. I would always suggest a fail safe. The new herpstats are the only product where there might be a question. It is unlikely. I have had a herpstat quite a while ago with a bad controller. It just did not stop heating when it was supposed to. This failure would by pass the relay. So it can happen, that said the error code it produced took dion two days to find out what it was. He had never seen it before. Rare not impossiable.
The unit that failed was a 4 zone and had a failsafe on it. It does work perfectly.
The set up is easy, place the failsafe probe where either you have the heater capable of the hottest temps, or where failure is the most damaging.
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Re: Separate thermostats vs. dual-zone thermostat
I'm paranoid of fire as well and nothing will convince me that any of these devices are 100% safe. Every single one of our thermostats has a VE-100 as a backup.