I see it's a year old post, but it may be help to someone...
Adapter is included with TRV, but it is made of plastic and really low quality.
I have several Shelly TRVs and on all these plastic adapters failed during one month.
One failed at initial calibration...
Last month I bougth these from Amazon and I'm satisfied. I hope link will work:
https://www.amazon.de/-/en/dp/B00VEA401K?th=1
Unfortunately price is not friendly, but I didn't find any cheaper alternative, eglible for delivery to my country.
I also have several adapters from previous electronic regulators (Honeywell, some Conrad stuff, Emos, ...) and all of them are made of plastics, but also quality made forever, compared to Shelly.