On thermostatic valves, if the point is still relevant: AFAIK you are supposed to have them everywhere *except* the room where your main thermostat is, so that if everything else is shut down that space heats up and turns the boiler off.
On baby's rooms: Wild guess that you're in a fairly typical oldish British house with a small bedroom above the hall/stairs, which seems like a great place to store a small person, until you realise it has a lot of external walls relative to the size and it's virtually impossible to control the temperature.
On humidity:
Call it damp if you like, but in our case I'm 99% it's not coming in from outside (either from above or below), it's just the product of four people breathing (plus cooking, washing, drying clothes) in an old house which manages to be slightly draughty in places but also not actually change enough air. Makes sense to me to call it humidity.
Opening the windows in the morning is all very well, but comes with a heating cost. Also at this time of year the air outside is also pretty wet. Yes, because of how relative humidity works, outside air at the same relative humidity is drier, but still limits the difference it can make.
We're looking at dehumidifiers and various other options as a short term fix - it used to be tolerable in our place but with more bodies, more cooking, more washing, etc it's getting less so.
I think the 'proper' answer is heat recovery ventilation, which would be like leaving windows open all the time without the heating bill. Ought to be law for new-build because it's not usually terribly easy to retrofit, but given a government intent on watering down anything that might cause housebuilders to have to improve, don't hold your breath. Think it might be practical in ours without too much upheaval, just need to somehow conjure up the mental bandwidth to deal with another project.