Y1 (yellow wire) has a tap on the furnace board that goes to the compressor (the red wire), but Y2 ( the blue wire) goes to a fan tap on the board, and does not have another wire driving the compressor- I’m not sure how the wyze’s logic works with dual stage cooling, if it leaves Y1 running when Y2 in energized or if it de-energizes Y1 when Y2 is called. As long as it runs properly, it doesn’t matter, but if cooling drops out when it tries to call for Y2, you’d want to put in a jumper from Y2 to Y1, or make the adjustment on the board.
For your heating issue, do you know what board you have or what the model of your furnace is?