My Trane XE80 will ingnite, shut off, ignite, shut off. Cleaned the flame sensor and still have problem that blower motor doesn't come on, but it sounds like it is trying to come on. Could this be the startup capacitor?

Also found the diagnostic light - which gives 4 blinks, indicating "Thermal Protection Device Open". What device could this be?

Thermal device is the high limit, wich will open when furnace gets to hot. It may be a bad blower motor, or a bad cap. Try giving the blower wheel a push start when it sounds like it is trying to start. You can test the cap with the correct meter and knowledge. Let us know how handy you are with testing electrical components, and we will try to help.