nest 3rd generation compatibility with honeywell
You'll need to pull a new thermostat cable from the thermostat location to where the interface module lives in order to use a Nest

Your existing thermostat uses a data-link interface + 24VAC to minimize wires; as a result of this, you have the interface module you see to convert from the data-link to standard HVAC control I/Os.  Since your existing cable only has the four wires, which is insufficient for your current system (and probably has something to do with why you have the thermostat you do), you will need to replace it with a fatter thermostat cable (18/8 minimum, 18/10 or even 18/12 recommended) in order to install a Nest.  When you install the Nest, by the way, the interface module will simply get replaced with wire nuts -- your system beyond the interface module is conventional, with 1 cooling stage (Y), two heating stages (W1 and W2), and a single fan stage (G), as well as a humidifier connection (HUM).  The other side of the humidifer should be connected to the C wire at the "grand junction", while O/B should be left disconnected entirely -- it's only used on heat pumps.