For example I'm in Denmark and we have a consumer ombudsmand were you can make complaints about violations of your rights as a consumer https://www.consumerombudsman.dk/about-us/ (it talks about marketing but I the Nest was marketed to have functionality it no longer has), in fact there may already be sort of an Ombudsmand ruling that pertains here https://www.consumerombudsman.dk/media/46530/2016-memorandum... which says you can return something after your normal right of return but you are liable for diminished value - so you would not get the full refund in this case but something.

Of course I think that an actual complaint on this subject would result in a memorandum that you can get your full refund.