How do I set up HomeKit automation with multiple sensors for thermostat control?

I am having trouble setting up a HomeKit automation using shortcuts. I have sensors on some windows. I want to trigger a specific scene to control the thermostat once all of the windows are closed. I know I have to set up a trigger for when each one is closed to check that all of them are closed before setting the scene. That seems to work, but once the scene is set, it automatically revert back to the thermostat being higher.

[Re-Titled by Moderator]