I have wall heater units connected to a thermostat. The room reaches temperature but heaters keep running. Have reprogrammed thermostat several times without success
If you have hot water fan units it's common for the hot water to be controlled by the thermostat, but the fan in the unit is controlled by a switch that turns it on when the water to the unit gets hot, and off when the water gets cool, so the fan may run for some time after the circulation is shut off. i.e. that would be considered normal behavior.