If they're ack'ing the command and just not performing the action, then it sounds like they're just broken. And the random changing of mode also seems to indicate that. Odd that you'd have multiple with the same issue, but perhaps they're just from a bad batch. I'd contact Smarthome.
From personal experience, I'd never use Insteon thermostats again. They've just proven to be unreliable enough that I don't trust them (there's another discussion somewhere here on the forums about what thermostats people like the best). I personally use a Trane Z-Wave thermostat that's been rock solid for the past 17 months.