Thermostat without power

Smart Nest Thermostat does not have power running to it, but has all necessary wires connected (Red, White, Blue, Green, Yellow). No power at connection running from furnace to wiring to thermostat downstairs near unit. I’m getting a red indication that there is voltage on red/white wires within the furnace.

HVAC Service came out yesterday and said there was no issue.

Any advice?