What could cause a thermostat to distribute electricity to only one heater out of two?

I have two electric heaters on the same circuit. They are connected in parallel, or at least the wires all come in the same box where the thermostat is installed.

Previous setup: 1 heater had a built-in thermostat, it was wired to skip the thermostat (directly connected to the load wire), other heater was going through thermostat. Worked fine.

New setup: Got rid of the heater with a built-in thermostat. Both old heater (2000W) and new heater (1000W, without built-in thermostat) go through the same wall-mounted thermostat now (basically I switched the one black / load wire to go before the thermostat). The 2000W element heats up fine for like 15 mins, then stops. The command at the wall-mounted thermostat still shows it is heating (it didn’t reach the target temperature). The 1000W element is still going strong, but the 2000W becomes cold to the touch. A few hours can pass and the 2000W one remains cold. If I fiddle with the thermostat (decrease and increase temp target again), the 2000W starts heating again and stops after 15 min.

Test setup: I disconnect the 1000W element, and leave only the 2000W plugged in the circuit. The 2000W element heats up just fine, and can keep heating for multiple hours without having this weird behavior I get when both of them are hooked.

The thermostat is graded for 4000W.

Any ideas what I could try next? Should I replace the thermostat?

EDIT:

Some pictures.

Wiring

2000W heater I don’t have exact model name