Take a photo of the entire heating system in the utility room/basement and upload it here.
A thermostat (whether digital or analog) only opens or closes the heating circuit for the respective room. So you either have warm water flowing through the heating circuit or no water flowing at all.
Your air-to-water heat pump produces a water flow (usually in L/min). This is the amount of water that is led from the return line to the heat pump to be reheated and flows as a supply to the heating circuit distributor. For example, at my place, this is 1200 L/min. An air-to-water heat pump needs a minimum water flow to, for example, defrost the heat exchanger at subzero temperatures. If you now "shut down" too many heating circuits (i.e., the flow) via the thermostats, the air-to-water heat pump pushes the water against the heating circuit distributor, which cannot absorb that amount of water. You can imagine it as if you were squeezing the garden hose at full flow. The heat pump faults.
I have also dealt with hydraulics for a long time to get it under control. Because for a heating technician, only one thing matters: that it gets warm in the house. At my place, a second buffer is still connected in the hydraulics to counteract the "shutting down" of the flow. This is not optimal regarding efficiency but CAN protect the operation of the heat pump if designed correctly.