In the area of easy stuff, I would determine if the thermostat was calling for heat during the whole process. Depending on the thermostat, there could be an indicator for that. You could also monitor the AC voltage between the W and the R or Rh wires. No voltage would indicate the thermostat was calling for heat, and ~24 VAC (typically) would mean that the thermostat was not calling for heat.
I know this is unlikely to be the problem, but it is simple enough for me to understand and explain.