I am switching from a Robert Shaw cm 260 to a Honeywell vision pro 8000 (TH832OU1008 and on my Robert Shaw there is a spot for a white wire that connects to "O" but that is no where on my honeywell? Where does that wire go?

Your manual
See page 3 for heat pump wiring It is called O/B and you will have to select its operation in the setup menu.

http://customer.honeywell.com/techli...it/69-1896.pdf

The Honeywell has a terminal labeled "B/O". You change the sense of that terminal On in heat or On in cool in the setup parameters in the Vision Pro. This line controls the reversing valve.