We have been having problems with our dual zone system, operated by two LUX 1500 thermostats. When both systems are on, the temperature in one of the zones (typically upstairs when heat is running, downstairs when airconditioning is running) will exceed the limit for that zone, but the system will continue to run such that the temperature is as much as 5 degress higher(heat) or lower(air conditioning) than the limit. The thermostats function properly independently, so I don't think it's a problem with them. HELP!!

Tell me the pros and cons of dual zone heating

If they are old mecury style t-stats there is a bridge inside cover and near bulbs with setscrews that can be adjusted a few degree's plus or minus on each stat ,to compensate for temp difference on each level.