I don't understand the description of the wiring that you have given. What do the numbers 1 & 2 refer to? If it's the old room stat what make / model is it? Many thermostats have numbers on their terminals, but their functions differ from manufacture to manufacturer and model to model.
Anyway, the old thermostat can't simply be disconnected as this would leave the heating wiring 'open circuit' and as you have discovered it will not operate, the integrity of the circuit needs to be maintained. As not all thermostats are the same, or indeed wired the same, the specific instructions given to one poster may not apply to another. So, whilst the steps are the same, some working out will be required in each case.
1. Look at the wiring diagram for your make/mode of thermostat that you are removing. If you don't have the instructions for it, a diagram is usually printed inside the lid. This will show which are the two switching wires, and which is the neutral wire. (If there is a neutral present. Not all thermostats need or have one fitted)
2. Trace the thermostat cable back to its origin.
3. Take take a photo, or make a note of where the two live switching wires are connected at their origin.
4. Disconnect all of the wires going to the old thermostat and remove the cable and thermostat. All other wires to remain in place.
5. Insert a wire link between the terminals where the two switching wires have just been removed from, so that they are now electrically joined together.
Normally a frost stat is wired externally to the other controls so that it will override them. In which case, no modification to it is required.
Edit.
For your future information, you have posted this question in the wrong forum. This forum is for Information and notices about the forums and DIYnot.com in general. Your question would have been better in Plumbing & Central Heating where those in the know will hangout. Don't start a new thread now though, it will cause confusion and the mods will probably move it for you when they spot it anyway. This forum is for Information and notices about the forums and DIYnot.com in general.