Welcome to the forum.
I am not familiar with the Palazzo thermostat(s) specifically (or any special heating/cooling units in that coach), but my first question is what work has been done if any recently that may have affected the thermostat wiring? Did you add move or change the thermo somehow?
When the thermostat calls for heat, typically the W terminal connected wire is energized with 12vdc, which is usually connected to the furnace. When the thermostat calls for cooling the Y terminal is energized typically, which operates a control relay to then operate the air conditioning compressor. So first guess is the W and Y terminals on one (or less likely, both thermostats) are shorted together somewhere. The other possibility is if you have two thermos wired in parallel, the W and Y terminals from one thermo are wired in reverse to the other thermo.
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