Are there just two wires goyng to the thermostat? If there is a cable,
often there are spare wires in the cable. (The electrons don't care
what color the wire is, the colors are there to make it easy to
remember what wire is connected to which terminal.) Use one of them
and connect it at both ends, abamdon the other wire in the wall.
Otherwise use one of the remaining wires to pull a whole new cable up.