Dementia and Alzheimer's often exaggerate people's fixations, passions, and unusual habits. His odd behavior likely has roots in his past and is inflated by his dementia. Many elderly folks like
their blinds closed or their drapes drawn. Most also like and some even need their environment to be extra warm. His behavior suggests that whomever he lived with in the past controlled his environment much to his dismay. Since he now waits until he's alone, it suggests that he used to have to sneak around to achieve his comfort level.
Thermostats are relatively new inventions to an 89-year-old person and if he was familiar with the concept in the past, because of his dementia, he has obviously now has forgotten how it works. He might forget about the existence of the thermostat if you disguise it with a picture that can be hung in front of it. You can also check with a hardware store for a lockable cover for the thermostat. You probably cannot prevent him from changing the blinds; just make sure his path is clear so he doesn't stumble while trying to reset them.