I have a Trane Thermostat that I was able to successfully pair with my new Hubitat hub (uses Generic Z-Wave Thermostat driver). I can control the thermostat functions under the devices section (set heating point, set cooling point, change fan settings, etc), but when I enabled those thermostat devices for Alexa, i can see the temperature in Alexa but I cannot control it. I tried turning on the Advanced Thermostat Interface on the Alexa skill, and that then allows me to see the cool, target, and heat temperature settings, but I still cannot set the temperature, either by asking Alexa (voice) or using the Alexa app.
Perhaps I misunderstand what you are trying to say. Thermostats measure the temperature. You don't "set" the temperature, using Alexa, Hubitat, or the physical device, at least not directly. You set the heating and cooling setpoints and the thermostat runs the furnace and AC to attempt to get the measured temperature to be close to those setpoints.