Have a 21b20m Norton by Broan serbies B electric furnace .Itt won't run in the auto setting. I have replaced the 24 and 240 volt relay and the bottom double sequencer. The light for the thermostat is working. It will only run in continuous setting and the heating elements are all working OK. The shut down when it get to the setting on the thermostat. Could it be the auto setting in the thermostat is not sending info to the furnace ?

Im not real familiar with that heating unit but I have an installation file and the wiring guide for you to check all you wiring install. Guide also has a trouble-shooting guide

http://www.broan.ca/PDF/InstallGuides/Broan_ca_Furnace_B%20Series_I_en.pdf

You a little choppy here add you didn’t tell us what kind of thermostat you have

Hope this helps. I thinking bad wiring or thermostat is out of level and or wire loose in thermostat or a bad thermostat meaning it runs your heating unit in one mode but not the other mode

Again check all wire on unit if all is good then the thermostats could be that weak link

Use this to trouble shoot your thermostat
Mechanical Thermostat | Digital Thermostat | Programmable (http://www.luxproducts.com/faq_trouble.php)

Thermostat switches: Air Conditioning & Heating Blower Fan AUTO ON & COOL OFF HEAT Switches on Thermostats (http://inspectapedia.com/heat/Thermostat_Switches.htm)