There is no earth on the new thermostat it is double insulated and does not need one. One wire will go to C which stands for common. The other 1 which is called "call for heat"
I have never seen a neutral wire on tank thermostat these are only found with room stats I would expect the wire you call neutral is the switch wire? If electrician wired it correct it should have a red sleeve but they are often missed off.
Invensys Controls Europe web site and put in HTS 3 and you can down load instructions in PDF format.
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