Replacing old mechanical line voltage thermostat with Caleo from Casa Connect
I followed the instructions from Casa: I made A1 go into the new thermostat and then out into the blacks of B1 and C1. Then I connected A2 directly to the whites of B2 and C2. This DOES work—the thermostat did power on but the heaters were turning on and off every 3 seconds. I have since learned that CASA DOES NOT support fan-forced heaters :(

For anyone interested, I did find a smart line-voltage thermostat that does support fan-forced heater: https://getmysa.com/.