Even if you’re using wireless devices, you almost certainly have a master device that DOES connect via a wire. Wireless thermostats are a recent invention, so if you have a non-newly-constructed home, it’s almost certain that at least one of your thermostats has a hardwire connection.

Pull each off the wall and look behind it. The wires are small, not like household power lines. They only carry 24v, so they look closer to phone wires than anything else, though not exactly.

When you find the wired thermostat, you can replace that one with a nest or ecobee. They come with directions on how to wire them up. The downside is that the other thermostats without a wire will become decorative and not function anymore without the master.