Smart wall heater thermostat line voltage from high to low.
The key specification is the VA specification -- the RC840T only has a 1.2VA transformer in it, which is quite small.  In fact, it's too small to run a power-hungry WiFi thermostat -- it was sized to be barely large enough to run the relay itself, although old-style programmable 'stats draw very little power and probably would work as well.  Standard thermostat transformers are 40VA, which is more than beefy enough to run any thermostat you can find.

So, get a separate thermostat transformer to go with your relay.