Furnace is not coming on right away, or at all

So up to a few days ago my furnace was working perfectly fine until my wife asked me to up the heat a few degree's. As soon as i did that it all went to ****. The thermostat would call for heat but it wouldn't kick on till it was around 15 celcius, then it would come on and go to about 22 celcius (where i had it set too). Sometimes it just wouldn't come on at all until i cycled the power, even then sometimes id have to do it multiple times before it would come on.

So i went out and bought a new thermostat and everything seemed to be working fine again for 2 days. Again i come home from work, wife says is cold, i up it a couple degree's and bam, starts doing the same crap all over again.

Sometimes it would work perfectly fine, other times it wouldn't kick on at all until i restart the power, and other times it wouldn't come on till it got really cold. And when it WAS working (like last night before i went to bed) i let it go, went to bed, woke up in the morning, wasn't working again.

So i tried swapping to another new thermostat i had, did the same thing. So i put it back to the better new one i bought, still wouldn't work. Set the temp to 22 celcius on hold, thermostat read 18 in the house, wouldn't kick on. 25 min or so later when it got to around 15 celcius, furnace finally kicked on.

Anybody have any idea as to whats going on and what it might cost to fix? my wife called her furnace guy that she knows and he's coming out today to look at it (guarenteed the thing is gonna work and make a liar out of me though). But does anyone have any idea what it could be and what kind of $$$ il be looking at to fix it?

Thanks

Edit: We even tried constantly upping the temperature and waiting a few minutes to see if the furnace would kick itself on and nope. We had it up to like 25 celcius and it read 17, but still wouldn't kick on even though you could see the thermostat calling for heat to come on.