Ok Pook, this is easy.
Firstly, ensure the power is off. This requires you to either turn off at the switch or set the dial knob to H+W Off. Either of these options will ensure the stat. cable is dead at the stat. end. There are live terminals inside the Danfoss box so do not touch anything in there. (There is no need).
Looking inside the Danfoss box, you’ll see the three core from your stat: this is the wire on the left. You’ll see that the blue/red/yellow wires go to terminals 1, 2 and 3 respectively with the terminals being numbered from the left.
The cabling is correct at this end. You can reassemble the Danfoss box.
At the stat end, put the red wire into terminal A and the yellow wire into terminal B. The blue is NOT REQUIRED. Trim any exposed copper off and tape it up. It’s a neutral and is not dangerous but I wouldn’t cut it off in case it’s required in the future.
Ensure the connections are tight, insert the batteries and switch the power back on. Ensure the Danfoss is set for the boiler to come on (ie H is on) and everything will be fine.
My email is in my profile. If you want to drop me a mail I’ll let you have my phone number and I’ll talk it through with you.
Rich.