Wiring a Double Pole Thermostat to Replace a Single Pole 240 Thermostat
You have EITHER... supply power being split here to power other thermostats... OR... this thermostat controlling two heaters.  Don't know, don't care if the thermostat doesn't.
Let's convert this thing to 4 wires.
A &quot;Cable&quot; is several &quot;wires&quot; inside a sheath, which you seem to grasp.  We're going to label the cables A1, A2 and B (not really, we can't reach them, but pretend).  Turn the power off.
If you look at the wire-nut with 3 black wires, it includes these 3:

Black &quot;A&quot; pigtail to the thermostat
cable A1 black
cable A2 black

So, I want you to follow A1 and A2 blacks back to their cables.  Those will be black A1 and A2.  Follow those back to their respective cables, so you can identify White A1 and White A2.
Get a new white pigtail wire, and wire these exactly like the blacks. Add pigtail White A, which splices to White A1 and White A2 with a red or tan wire nut.
The remaining black and white from the wall are Black B and White B.
Now, if you ignore the pigtails, you have 4 wires: White A, Black A, White B and Black B.
Now you can hook up the thermostat as instructed.

By the way, wire-nut-wise, those Scotchlok wire nuts are garbage. 3M is a great company but these were a miss... and they're not reusable, and the products on the market today are vastly superior.  If you're not touching them, you can leave them alone. But if you have to disturb one, throw it in the trash and replace it with an Ideal brand nut.