thermostats in parallel

If they shut off the heat how will it work?

I use two thermostats, in parallel. The primary thermostat is a Honeywell Lyric wifi thermostat. I like the daily usage data and the ability to change the temperature remotely, from my phone. However, I live deep in the woods, where power outages are frequent, and despite having a whole-house generator, I still wanted an additional backup to make sure my pipes don't freeze. My heat source uses a millivolt gas valve, which functions without any external power, so it works during power outages. The millivolt thermostat that I connected in parallel with the wifi thermostat is a low-temperature model, going down to 40 degrees. I keep the millivolt thermostat set to 50. That way, if power goes out and my automatic whole-house generator fails to turn on, the no-power-needed millivolt thermostat ensures that the temperature won't fall below 50.
The product in your link appears that it would work in the same method as any thermostat, so I don't see why you can't wire it in parallel with your primary thermostat to guarantee that the temperature will never fall below 50.