Electric baseboard heaters stuck on with digital thermostat
It sounds like the relay contacts are fused, this is not uncommon with loads that are constantly switched, the fact that the controlls are saying the relay is not being commanded on but it is heating points to the relay. (It could also be a solid state relay these usually short when they fail, then if there is enough current blow the junction open). The fix is a DIY get a replacement thermostat, turn the circuit breaker off, install the new stat and turn the power back on. I try to get thermostats that have a much larger rating than I need, make sure to add the ampacity of both heaters and get a thermostat that has at minimum this value (I will pay more for a 2x thermostat so it will last longer).