Tried to replace old honeywell thermostat with new digital hunter model #44110 and the old honeywell has 6 wires blue, green, red, yellow, orange and white. The new one just show 5 connections. How would properly install new thermostat?

Hummm... so your thermostat is not working. It might be hooked up wrong.

Sounds like you have the wrong thermostat for the application. Not enough terminals, and it's a Hunter.

Yep,, that's the problem,, it's a hunter, take it back and get you a good honeywell,, and looks like you might have a heatpump,, get a honeywell that's for a heatpump