How do I set my thermostat so that it doesn't keep going off and leaving me with no hot water .I have a Honeywell digital thermostat.

Have your zone Valve checked It has nothing to do with the Thermostat or zone pump.

I would switch to a two wire heating only stat It sounds to me like they have the boiler wired into cooling side. Do you also have to set switch on your t-stat to cooling or leave it on heating. Just curious. I would still go with two wire stat. Thanks.

Okay couple questions here because either you have hot water baseboards or you have electric baseboard heaters.
- if the system is a hydronic baseboard heater fed form main boiler, usually this means your space heat is controlled by a zone valve which the zone valve is controlled by your thermostat.
-if you find the zone is controlled by a zone valve than it is possible the zone valve is defective causing hot water to bleed past the zone valve even though your t-stat is telling it to close.
- first find out what excatly the baseboard is heated by either water or electricity
-next personal message me and I can walk you through it

Make sure the switches on the back of the thermostat is set for hot water heat. If you have more then 1 zone you may a stuck zone valve or a short in the wiring somewhere keeping the boiler on.

Just mark the old wires on the old thermnostat...R , W etc...and put them on the same terminals on the new 1.....also there should be some adjustment ire : switch on the back or under the cover to adjust for Hot water heating or electric heat...either is the setting you should have it on....also you shouldn't setback the thermostat at night or when away very much....2 degrees is fine , as the boiler will run along time to raise the temperature in the morning and may not get there by the set time

have you got a motorised valve problem

some digital thermostats do no not work with zone valves is this a new thermostat that you had installed

If the thermostat is a digital /programmable you may want to recheck program to see if it has changed or been changed. If thermostat is not digital then it is prbably warn out and need replaced.

have the batteries died have you got the programmer set back to timer control or is it still in the set mode

Is sounds like you wired it correctly, The black is a little unusual perhaps its blue, anyway, try disconnecting the wires from the thermostat and see if it shuts off. If so, then it may need to re calibrated. I will need some more info to help you anymore.