Yep, not uncommon. Resetting the thermostat and then attempting to pair may help
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Also check that you have your phone’s location setting to on. There’s a technical explanation in one of the topics on the forum for why it needs to be on. I have found it impossible to pair Wyze devices to bluetooth, or even update firmware when location is turned off. Once the device is set up and added to the App all the way you can turn location (and bluetooth) off on your phone.
The app was easy to connect but the thermostat software is junk. Get an ecobee until they release a firmware update.