Yeah, the sensor pairing can be finicky. There's a specific reset sequence for this.
Here's the fix: Press and hold the button on the wireless sensor itself for 15 seconds. You'll know it's working when the LED on the sensor turns amber. Then, go back to your thermostat. Navigate to Menu > Devices and Sensors > Sensors. Follow the on-screen process to add the sensor fresh.
If that didn't work, a couple things to check. First, range. The T9 has up to a 200-foot range, but walls and interference can cut that down. Try the pairing process with the sensor right next to the thermostat. Second, check the sensor's battery if it's been in use a while. A fresh CR2032 battery is the standard type and might help.
Heads up: The thermostat can support up to 20 sensors, but you have to add them one at a time through that menu. If one just won't take, it might be a dud.