I have a similar setup:
(not pictured, but this one had a jumper wire between E and Aux)
and went through the same issue of wiring it up conventional at first. Then I used the “Heat Pump” wiring on the Honeywell panel and telling the app the white wire was E, which mapped it to * and I told the app it was emergency heat. My heat did not work after this, so I redid the whole setup but saying the white wire was Aux, which results in the setup you have in this screenshot (Aux/white wire going to W1): https://us1.discourse-cdn.com/wyze/original/3X/e/5/e53cdef68f5bd69344870ae9fd64355bdd2a228d.png
And here is how it’s wired in my Wyze thermostat:
It’s confusing to me that my E and Aux were both jumped to each other, but picking different ones in the app setup leads to different wiring on the Wyze panel.
Everything seems to be working fine, but I’m scared that I might be using the emergency heat as the stage 1 heat. (my bill is already super high) It doesn’t feel super hot or smell different, but I don’t know a lot about hvac stuff to know how to tell if the emergency heat is on. How do I tell if everything is set up correctly?