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I've been having issues as well. Have a second generation Nest and the app keeps saying that its not connected to Nest.com. The thermostat itself doesn't show any issues. It's the app/web portal that says its not connected.
 
interesting that it seems to be 2nd gens only. my 1st gen has been connected the whole time, no issues here.

can't imagine having to go back to the previous thingy after getting hooked up on a nest. amazing stuff.
 
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