Accuracy of humidity sensor
Digital relative humidity sensors are typically accurate to plus/minus 3% relative humidity throughout the entire 0-100% RH range, but closer to plus/minus 2% at 50% RH. At the bottom are some specs from the datasheet of a typical digital humidity sensor.

The simplest way to calibrate a relative humidity sensor is with table salt and water in a airtight container. Salt water calibration instructions. The basic concept is that an airtight container that has undissolved salt mixed with water at normal room temperatures will come to an equilibrium over time to exactly 75% relative humidity. You use the known 75% RH environment to calibrate your instrument.

I've had experience with mechanical hygrometers for cigar humidors, and I've found that they need to be calibrated but can be pretty accurate after calibration. I would recalibrate your mechanical hygrometer to the average of your two digital readings if you're unable to do the salt and water calibration. It would be difficult to put your thermostat into an airtight container, but maybe your Radio Shack or mechanical units will fit?