Nest thermostats wiring problem 3 storey house (3rd gen, E, analogue one)
Without knowing anything else, I can tell you that your jumper is suspicious: on the thermostat (middle photo) it goes from the red wire on terminal Y1 to L4; whereas, on your Heatlink, you've got it going from the black wire on L to someplace else (terminal 2).
Now, I happen to have just been looking things up about Nest, and one thing they say is, &quot;You won't need any jumpers&quot;.  So that's suspicious as well.  Could be that doesn't apply to the Heat Link, but I'm a little doubtful.
I recommend you download the installation manual (here's a UK example, you may need to find a US one, if that's where you are).  It says (p25) terminal 2 is Common and 3 is Call for Heat.  Also, website nestwiring.com seems to have a ton of diagrams, maybe you'll find one that applies.  If you take those and get the diagrams for your heating unit, and look at them side by side, you ought to be able to figure it out.