I will be off line over the weekend, so in case you were planning to do it then, here are some guidelines. The photo of the frost thermostat you have posted, looks like a Honeywell T4360, so everything below corresponds to that. If anything is different, check before proceeding. Make sure the power is off before you start and that you are competent to do the work described below safely.
Start by clamping the pipe thermostat in a suitable location on the return pipe to the boiler as discussed earlier, then run a length of 0.75mm (minimum) three core heat resistant cable between the frost thermostat and pipe thermostat, clipping it to the wall as you go. Be careful to leave sufficient spare at each end for the connections. The sheath should extend inside the thermostats so that the internal cores are not visible when the covers are on. In the case of the pipe thermostat, the sheath should extend under the cable grip.
Below is what you should have presently. It does not matter if there is a neutral connected to terminal 2 or not, but if there is one, leave it there. I haven't shown any wiring colours as these may vary depending upon the cable used by the installer, and I don't know what sort was used in your case. [E=Earth, N=Neutral, SL=Switched Live, L=Live Supply]
The first stage is to remove the wire presently connected to terminal 1 and connect it to an insulated screw connector that can be tucked safely out of the way somewhere when all of the connections have been made.
At the frost thermostat connect your newly installed cable to the screw connector, terminal 1, and the earth, as follows.
Finally connect the other end to the pipe thermostat. I have looked at the instructions via the link to the Danfoss ATF that you posted, and based on that determined that you need to use terminals 1 and 2, however, I don't know their actual physical location / orientation inside, so they may be not as shown. Regardless of their location, you will still need to use terminals 1 and 2. The instructions also say that it needs to be earthed, so connect the green / yellow wire to the earth terminal. (Do not make any connection to terminal 4)
Because the blue wire which is usually used as a neutral, is being used as a live in this case, it is good practice to identify it with a brown sleeve, but in practice this is more often than not omitted.
Finally set the pipe thermostat to 30 degrees. The system can be tested by turning up the frost stat until the boiler fires, it should then run for a short while and when the pipe going back to the boiler starts to get slightly warm (not hot) the pipe stat will switch off the boiler. If you find that the system is still getting too warm, then the pipe thermostat can be reduced slightly, don't go below 20 degrees though. [And don't forget to return the frost stat to its previous setting after the test]
