Where do you hook up a neutral wire to in a D/pole thermostat?
A standard 240v heater with no electronics dosent require a neutral the load is pure 240v. All you need are the red, blacks (hots) and the equipment ground. If you had 120v controls you would need the neutral but your thermostat dosent require the neutral so I would cap it at both ends and label it in the panel in case you want to add a fancy controller in the future.