A quick idea? Since your fan switch is set to auto, If you have a gas furnace, there is sometimes a push/pull button on the fan control which will cause the fan to run continuously. If you're mechanically inclined, I can post other ideas.
well then it's safe to tell you that a stat does not have a blower inside of it.
If this is a new install of the stat, which I'm guessing it might be, then it could be that 24 volts is being sent to the fan constantly which would suggest that the red wire in the stat is on the g in the stat.
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