How to detect start and finish of temperature control in temperature time series
One option: It's pretty clear that in the uncontrolled range the temperature follows a  simple exponential heating/cooling curve. Something like
$$T_{n+1} = T_n + (T_{Ambient} - T_n) \cdot e^{-\Delta t / t_{Building}} $$
where $\Delta t$ is the time difference between samples and $ t_{Building}$ the thermal time constant of your building (which may be slightly different at different sensor locations).
You could simply test the difference of each new sample to the model prediction and set an threshold of the allowable error. The only two model parameters are ambient temperature and thermal time constant of the building.
The thermal time constant is a function of the thermal resistance of the building and it really doesn't change unless someone opens/closes windows or there is some actual structural work happening. Looking at your data that should be easy to estimate. Ambient you can try to get directly either with a sensor or looking at a reliable weather report. You can also just use the data from the first few sensor to estimate ambient and then test whether the other sensors agree or not.