The FM21 is a fossil fuel kit. This is a Lennox system with an XP19 two stage heatpump with G61MPV two stage gas furnace with variable speed blower. It seems like there is a conflict between the thermostat and the fossil fuel kit.
The VP will handle the 2 stage heat pump but only 1 stage of backup. You'll have to use the boards timer to stage the gas heat. Not sure how the Fuelmaster does it. If you can get a dual fuel control that handles 4 stages, would be better. Or a stat like the W-R 1F95-391 that does.