@bobbyD -- a 
for you! It was the Nest.
For reference, Alexa is able to control the Nest E as long as the thermostat mode is set to "heat" or "cool". When the thermostat mode is "auto", commands to Alexa fail -- either without verbal feedback or with a response of "I don't know how to do that". I reported this error in [RELEASE] Google SDM API - Nest integration.
