Is there really no working Thermostat Valve to connect directly to Homey

FYI: the Walli method forced S0 security devices to include unsecure. But under Homey firmware 7 and higher S0 is no longer activated by default. So if your device is S0, The Walli method will produce the same result as normal inclusion.

If you want to prevent S2 security from being applied, enter 00000 as the pin when that is asked. If the device does not ask for a pin, [APP][PRO] UnZ-Cure (add z-wave devices unsecure) will work similar to the Walli method.