As you will already know, you have a L - N or L - E short which is quite easily traced if you have a multimeter. If not you can figure it out. Bet you have put a neutral to the roomstat.
Some basics. I'll try to keep it simple but it may get a bit confusing. It is easier to do than explain but here we go.
C NC and NO stand for Common, Normally Closed and Normally Open and a thermostat is just a switch but most can be used for heating or cooling hence the 2 connections NO and NC.
Common is the live feed to the switch,
Normally Closed is where the contacts would make (join) when the stat is ON (turned up) or there is a DEMand
Normally Open is where the contacts make when the stat is OFF (turned down) or SATisfied.
Looking at the drawing of your stat (the TLX410) it shows the Common as being number 2 (supply to the stat) The switch is shown in the NO or SATisfied position ie OFF (turned down) terminal 3, which is not used in this case.
When the stat is turned up the switch will move to the NC or DEMand position (terminal 1) and allow the power to flow to the load. The Neutral only connects to the load.
There is NO neutral on this stat. This is probably where your fault is.
Looking at the drawing i posted earlier and follow the wires.
When the heating is turned ON at the programmer and the HW is OFF, the power will go to terminal 6 and from there to NC on the room stat (this should actually be C, the drawing is wrong but is immaterial as they are interchangable in this instance). When the stat is turned up (ON) the power will flow through the C to the white wire of the 3 port valve, which moves the valve to the farthest CH position and hits a microswitch inside the valve sending the power from the grey (live supplied from HW off from programmer) to the orange of the valve which goes via terminal 4 of the junction box to the Switch live of the boiler which powers the pump and lights the boiler.
Did you follow that? I'd to read through it to make sure i got it right
Read it a few times and follow the drawing until you can get your head around it.
If the heating is OFF at the clock and the HW is turned on the live flows from the clock through terminal 8 at the box to the Common of the cylinder stat.
If the stat is OFF ie at NO or SAT the power is flowing to the grey of the valve and nothing happens. Turn the stat up and it switches the power to NC or demand and the power will flow through terminal 4 of the box to the Switch Live and pump.
If you also turn the heating on so HW and CH are on at the clock the motor on the valve will move to mid position and you will get both.
I am not going to go into the internal workings of a mid position valve as it would totally confuse you and you don't really need to know any more than i have told you.
I hope you have followed this lot as i'm off on holiday tomorrow. Someone else will answer you if you are still stuck.
Good luck.