This is a confirmed bug. See Known Issues in Release 2.3.5.152
Fix in the next release. When it comes out I would suggest that you open each of these actions as if to edit it, and just hit Done Editing -- that will fix the internal problem. Also, if you want, as interim work-around you could put two of these actions each in their own rule, just as a single action, and run those rules from the main one. Right now, as you've discovered, only a single Set Thermostat Scheduler actions in a given rule.