I have 11 of these radiator thermostats (plus 2 bridges) and I have managed to connect 3 of them but all the others fail. Even the ones I have connected their connection is sporadic.
All 11 have connected to Apple Home - so I am using the Apple Home setup code.
Could the distance to HA or your comissioning device be a problem?
If it does not break everything, I would try to reset one of the failing thermostats (such that it is not connected to Apple Home any more), and try to add it as a new Matter device. Like this, you will have a direction whether Apple Home is part of the problem or not.
Sadly I factory reset one device that will not connect, it failed again. I then removed it from Apple Home, again factory reset it and it still would not connect.
I also tried turning off my Apple TV device so only the TadoX thread routers were active, it still failed to connect.
with TadoX radiator thermostats you cannot manually upgrade the firmware, so long as they are connected to the internet they are automatically updated when a new version is avaiable.
As long as they are updated automatically, then that part is fine, but it might still be bugged and it might need reporting to the vendor.
I experienced the same with Onvis smart plug S4
All 11 have connected to Apple Home - so I am using the Apple Home setup code.
I hope you mean you used the pairing code that came with the device for Apple Home and then used the new generated sharing code for HA.
Myself I used the SkyConnect as a Thread radio for HA and some Homepods and an AppleTV. I didn’t use the TadoX routers at all. No issues with my 6 radiators. From what I can see your HA setup isn’t using a Thread radio?
So strangely today I managed to connect all my TadoX devices successfully only to be dashed at the final hurdle. It was strange because even though they are available in Apple Home I used the matter code from the Tado App, in HA I stated that they were already in use with Apple Home but then used the TadoX matter code. And they all connected…
Then all show in HA but say they are UnAvailable!
However I switch off the TadoX Bridge devices and they (nearly) all come back online. Only the ones out of reach of my AppleTV device stay offline (to HA, Apple Home and Tado app). So I need to find a thread border router that can extend my matter and throw away my Tado Bridge devices!