@danhiking I made an account just to post this.
I found myself in the same place you were, working connection through the localhost work-around, but only humidity and temperature entities viable, no climate entity.
After reading through some logs I noticed some odd error messages, of why the climate entity couldnt be setup, almost as if it was using the wrong file path to start it.
I believe this PR’s usage of EntityFeature enums combined with our usage of custom_components, causes problems. However that’s only my working theory
But I did get the climate working and can now control the temperature !!
I followed all your same steps in your post, however I cloned the “master” branch vs the “dev” branch that you cloned for the nest component.
Thought I would share for you and others ! Hopes this helps !