Reparing rock lath plaster around thermostat wires in wall...need troubleshooting advice!
From your original picture, here's how I would have repaired it:




Use some small pieces of (scrap) wood as strapping. Big enough to form a good support but small enough so you can get them into the (massive) hole for the wires. Somewhere between 3/8" and 3/4" would work best. 
Anchor the strapping with drywall screws. Ideally they can be placed so they're covered by the thermostat. You can fill these in with compound or spackle if you want to. 
Just use regular wood screws (eg, #8 x 1.25" or 1.5") to mount the thermostat to the strapping, no need for drywall anchors.