It is important that you only do this if you have a multimeter; know how to use it properly and can carry out this test safely. If not, don't proceed and engage the services of someone competent to fault find for you.
1) Set the room thermostat to be 'off' and reset the system as you describe below:
Only way to reset it is to go to the boiler and turn it off and then back on
2) If the boiler is hot, wait a few minutes for it to cool slightly, and then turn 'off' the power supply to the entire heating system at the fused spur.
3) Follow the black lead from the motorised valve to the junction box / wiring center that it is connected to. Note where the white wire at the end of the back lead is connected and remove it from the terminal making sure other wires in the same terminal remain securely in place. The white wire shouldn't become live during the test, but move it safely out of harms way, just in case.
4) Turn 'on' the power supply to the entire heating system at the fused spur.
5) Measure the voltage between the terminal where the white wire used to be connected and a known neutral it should be a low value 0v or thereabouts.
6) With the heating timer set to be 'on', now turn up the thermostat to initiate the heating, and measure the voltage again. It should now be 230v or thereabouts. (the heating shouldn't come on with the white wire disconnected)
7) Turn the thermostat down so that the heating would be off and measure the voltage. It should have returned to 0v.
If what I describe above is what happens, then the thermostat is wired in correctly and appears to be working as it should. If, when you carry out step 7, the voltage remains at 230V then there is a problem with the wiring or the thermostat, if not the problem is elsewhere.