HomeAssistant supports a bunch of home automation systems, including local-only ones like ZWave and Zigbee*. A search for "zwave thermostat" comes up with a lot of results, though I couldn't say how difficult it might be to configure them (I'm only using simpler devices like switches and sensors).
* There are internet-connected controllers and local controllers so you'd also want a local controller. I've used an Aeotec Z-Stick for ZWave devices for around a decade, it plugs into USB, HomeAssistant accesses it directly, and the ZWave network itself is connections between the Z-Stick and the devices without the internet.
* There are internet-connected controllers and local controllers so you'd also want a local controller. I've used an Aeotec Z-Stick for ZWave devices for around a decade, it plugs into USB, HomeAssistant accesses it directly, and the ZWave network itself is connections between the Z-Stick and the devices without the internet.