How to verify that resistive load thermostat is dead
I would test the system as follows:

Turn of power at the breaker/fuse box
Disconnect the two wirenuts going to the wires coming from the wall.
Directly connect together those two wires, using a wirenut.
Restore power at the breaker/fuse box.

If the heater comes on at full power, then the problem must be the thermostat. If the heater doesn't come on or at low power, then the problem is elsewhere. For example, if the heater element has failed open, then no power can flow and the thermostat would not get power.
After testing, be sure to disconnect power at the breaker/fuse box. Do not try to use the breaker as a switch as most are not rated to be operated many times.