The following is relevant to your comment, since you I think are talking about a standard, conventional setup. In contrast, the article has a weird setup for an apartment.

There are adapters you can use to work around the lack of wires. The existing wires already include power, it's the ground that's missing.

The existing 4 wires to a standard dumb thermostat are:

Power

heat

A/C

fan

The functions are enabled by connecting power to whichever is required. But there is a missing "C" (common) wire. So, as you discovered, smart thermostats have no easy way to also power themselves.

I was lucky when I added my smart thermostat. It turned out that my 20 y/o house already had an 8 wire cable preinstalled.

For people stuck with 4 wires, there are adapters available that will multiplex two control signals onto one existing wire. This lets you free up another of the existing wires to become the needed fifth C wire.

Here's one setup I found with a quick search. There's even a video. This adapter requires access to both ends, viz. the thermostat and the furnace.

https://smartthermostatguide.com/c-wire-venstar-add-a-wire-a...

I’ve got several PoE devices in places I don’t otherwise have power. Could work for your case and generally easier to run than power.

You might be able to run your doodad off of the thermostat wiring. I think there is 24v ac power?

Trouble with it is that they often times don’t include a ground wire. All the thermostat does is connect the power wire to the given function wire (like “fan on” or “heat pump 1 on”. I am not an expert but having installed a number of thermostats in a number of homes, all the manuals talk about the ground wire being rare and I have never seen one. If you are lucky you might have an unused wire that you can find a ground for, but I have only seen that once. Somehow when houses are wired it seems the HVAC people are very efficient with using the exact right number of wires in a single cable.

Commercial solutions have a rechargeable battery and cycle one of the circuits occasionally to get power to recharge

This can cause trouble

Ecobee (probably others) provides a Doo-dad that wites into the furnace to help make this work

I wasn't a fan of messing with the thermostat housing but just now after pulling it off, I think my thermostat isn't anything fancy like that, just two black load and two red line wires. It's also important to note that my thermostat connects to baseboard heaters, not an HVAC system.

Even ones connected to fancy heating and cooling systems aren’t that complex and instructions are usually spot on. A simple heating system like you describe is, well, simple. Connect wires, get heat. I’m sure you can figure it out.

You can always run a new one. I bought new wire at Home Depot, tied it to the old cable, and pulled it down to the basement.

That only works if they didn't staple it to the wall or bury it in spray-foam insulation. I ended up having to run a new one but was lucky that the floor-board was under the garage. I ran a piece of cat5e as well in case there is ever an option to get a thermostat that can use it.

I have yet to see the wires that aren’t staples to the inside of walls. If it’s an option, great but IME it’s rarely an option.

High voltage wiring has to be secured, by code, but low voltage thermostat wires don’t, so it’s more likely that you can pull them.

Ok but if the roughly 15 thermostats I have replaced in 8 buildings it has always been secured.