Hello everyone. When I setup my thermostat, I too had the problem of not finishing setup. Went thru the CS\Replacement hassle. 2nd one did the same.
Then I realized that even though my WiFi was on, and my Bluetooth was on, My GPS location service was off. I turned it on along with the other two and it breezed thru setup. I popped the original one on the wall and it too breezed thru setup.
I suspect it has something to do with the Thermostat needing the location so it can calibrate and suggest weather\energy saving trends for your climate region. Either that or they are just collecting data.
Please check that all three are on when you start the install. No promises … Just relaying my face palm 
experience.