I have wired a cadet heater 2000 watts, 240v on its own 20 amp circuit with a new 12/2 wire direct to panel. I have a honeywell thermostat (3500 Watt)for 120/240 baseboard/ wall heaters. I have wired this the same as other cadet heaters in my home but this one does not work. I've interchanged working thermostats and still nothing.The thermostat has 2 black wires and I've connected the 2 black wires in the electrical box to it. Wired the white wires together, grounds together, black and white to dual 20 amp breaker. I've connected this unit without the thermostat with no success, what gives? I know I must have overlooked some detail.

It sounds like the heater has an open circuit (it's burned out). Have you checked continuity through the heater?