The existing wires go to A and B, you need a new supply to line, neutral and earth. The new supply could be from a plug, but this means easy for heating to be unplugged. A simple battery powered is likely the best option,

unless you want to measure remotely. I would only use wall thermostats in small homes or open plan homes on their own, in the main the TRV (thermostatic radiator valve) controls room temperature, but we need some way to turn off the boiler once all rooms are satisfied.
The old way was to put a wall thermostat in a room kept cool, so it would not trigger heating on a warm day, downstairs as heat raises, with no alternative heating, including sun through windows, and no doors to the outside. Don't know about your home, but in my room no such room.
One thing it missed, was the room also needs to cool faster than other rooms, one can adjust how fast a room heats with the lock shield valve, but not how fast it cools.
Early central heating was to take off the chill in the mornings, latter we lit fires, today we tend to do all the heating with the central heating, so we need more control. The wall thermostat is often used more like a switch, where we turn it up to turn on the heating and down when warm enough, and we don't really use the thermostatic function. And heart of winter a simple switch would likely work just as well, OK, maybe a switch on a timer, but the boiler with either modulate, or switch on/off (mark/space) to control output to what the TRV heads demand, only problem is, it can't turn fully off.
The simple mechanical thermostat

if it is used to control room temperature needs a method not to fire the boiler too often, but also not to cause too much of a hysteresis, so often we find a heater inside the thermostat to reduce the hysteresis and a large difference between on and off temperatures. This large difference can be an advantage when using TRV heads to control the room temperature, so it only turns off on a warm day, the rest of the time the TRV controls the temperature in an analogue manner, which with modern boilers means they work in a more efficient way. So the neutral wire is not used in the mechanical thermostat.
More modern systems use a hub, which connects to the TRV head, there is no need for a wall thermostat, and where a wall thermostat is used, it often connects to the TRV head, not the boiler direct. Some makes give more options to others, and it is really a mine field working out which make does what.
Hence, KISS (keep it simple, silly) this advert

says it will work with two wires, I looked for high street shops selling thermostats, and the cheapest battery powered on
at £54.98 seems very expensive, it seems the cheap ones, now internet only. My hunt found this
battery powered, so two wire, £26.59, and it is a smart version, so one can understand why

this one is no longer around. It shows on the add how fitted

clearly two wire. It seems things have moved on.