Following the pairing instructions in the "list of compatible devices" (which matches what comes with the device), the device is NOT recognized. Did a reset and an exclude on it and the controller said it excluded an Unknown Device. This is a new device. Should I just send it back, or what?
This would likely mean that secure pairing did not complete. You might look in the log to check.
When something like this happens, you can check in Z-Wave details to see if there is a partially included device. If there is a partial, you can generally select discover, wake the device (one button press), and it will complete.
Next step: try pairing it again.
@dennypage Well, you did it! I first did a Zwave Repair (don't know if that helped...) but then tried the pairing yet again and it worked! I was about to send it back. Thank you very much for the speedy advice and encouragement.