I hate that Lennox did not put information on the unit, just install manual, about settings in the past.
As rundawg said, it is most likely set up as a single stage stat with timed on second stage. If you did not wait at least 15 minutes, that may have been the issue.
I have to double check every one we installed, especially, as the manuals are usually still in their sealed package and not set up properly.
I do not think jumping w1 & w2, when in timed mode, will engage second stage. I have tried and not been able to get it there. When I do service and CA on them, I have switched it into staged and then jumped it to fire both stages, just have to remember to switch it back.
All that being said, I do seem to recall some boards having a w2 but the unit not being 2 stage. Check the inducer motor for red and black wire as well as ground and neutral. If only black it is single stage, if both then 2 stage. You can verify which stage it is in by checking amp draw.
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from an excerpt by Paul Jacob in Sun City, AZ