Danfoss Thermostat
Pair the thermostat like normal. It will probably appear first as a thermostat with a red cog (meaning it's not configured), press the activate button on the thermostat to wake it up. Vera should then be able to configure it, and will change it from a thermostat to a 'generic i/o device'. This is because the Danfoss isn't really a thermostat. It doesn't have temperature set points, or a thermometer, or heat/cool modes. It's just a 2 mode switch (daylight mode and energy saving mode).
When Vera shows the thermostat as a 'generic i/o' device, tell Vera what room it's in, click continue, and then click the '+' button next to it to set the desired wakeup interval and any other options. Note that the thermostat only wakes up periodically to accept commands. So when you press off or on, the command is queued until the next time the thermostat wakes up. You can reduce the wakeup interval so it wakeups or more often (click the + button on Vera's device page), but note that it will reduce battery time. When done, click 'save'. It will probably have a red cog again because every time you change something, Vera needs to re-configure it, but can only do that when you press the activate button. Again, press the activate button and confirm you get the green cog.
The 'Off' button puts the thermostat in 'energy saving' (ie night) mode, and the 'On' in 'normal' (ie day) mode. You can add the Danfoss thermostat to scenes like any other Z-Wave device.