On my furnace I took a volt meter and checked for 120vac. I have 120vac going to a small transformer. I made a black wire jumper and a white wire jumper. The black wire jumper went from the black wire on the transformer to the L terminal on the Shelly relay. White jumper from transformer white wire to N terminal on Shelly relay.
Splice and insert wire going to the “C” terminal of the thermostat to the “O” on the relay. So the wire coming from the furnace to the thermostat will now be connected to the “O” relay terminal. The other side of the “C” wire that is going out to your thermostat will now connect to the “I” terminal of the relay.
Hope this helps.
By the way my Wyze thermostat still goes offline 3 to 4 times a week. I just reset it with the Shelly app and it works perfect