I want more than 3 settings on my thermostat

I see that only 3 settings are set up in my thermostat: Home, Away, Sleep. That has caused my system to use both heating and cooling, even in a Colorado winter.

I want to set more changes, preferably to:

Morning 6am: 70-73

Day 10am: 72-75

Evening 6pm: 70-73

Sleep 12am: 68-71

I tried to accomplish this by creating two home settings and two sleep settings, but now the system seems completely confused (it just heated up to 72 at 1pm!).

Is there any way I can have four settings?

TIA

You can set the schedule to use whatever temperatures you want. the 3 settings (home/ away/ sleep) just set a default temperature.