[Neil]

The reason the boiler will not run if the system pressure is low is not only to protect the pump. The system pressure is the only way the boiler knows there is any water in the system.

I don't like the fact they have fitted thermostatic valves and then surface run all the circulation pipes. If they are not at least boxed in, insulated would be ideal, your thermostatic valve will shut off when the room is warm enough but, the room will still be heated by the pipes themselves.
When you use thermostatic valves the heating is on all the time as selected on the time switch, and water is running around the pipes. Each thermostatic valve opens and closes as needed to keep the room at the temperature set on the valve. The burner comes on and off to keep the circulating water hot enough. If you are loosing heat from the circulation pipes the burner will run more often using more gas. On a system where all the pipes are run on the walls without any insulation like your new system is, you might find some room are too hot even with the radiator valve turned off.