Given that some at least fit a normal backing box, it does no harm to run
an earth at the same time, ie triple and earth.

Well, I meant 3+E, rather than just 3 core, really. However, in any case,
all the thermostats I've used has proprietary surface mount plastic boxes,
so the earth CPC is not ever used.

I wish you could get programmable thermostats in standard light switch 1
gang faceplates, but I've never found one and I looked quite hard when I was
buying mine.

Christian.