@Engineer_Dan I have a 3way kasa switch.  I can tell from the pictures on the video that it is wired correctly.  2 black on the top, red on the side, groud and neutral.  I turn it on at the box and there is power getting to the switch but no light on the switch and the lights are not coming on.

I'll join this bandwagon.  I had five h200 switches installed for a bathroom renovation a few weeks ago and they all work perfectly.  So I bought six more to change out the two switches that control the overhead fan/ceiling light fixture in each of our bedrooms.  

Everything seems to be exactly as it should be - two load wires per legacy switch, two neutral wires stuffed in the back of the box, two copper ground wires. 

Unhooked the legacy switch, carefully hooked up the h200s, restored power.  One switch had power, WiFi, etc, one had no power at all.  Neither one operated the fixture.  

I feel stupid - the documentation and videos out there show a very straightforward installation.  But now I'm wondering if there's something else going on.

@Engineer_Dan Problem solved! Initially, I had exactly the same issue: the switch is fine but the lights don't turn on. Then I realized that the whole bundle of neutral wires need to be link to the switch. I figured that out when I came across a wiring map from another company. I was misled by the instruction that I connected only one neutral wire to the switch, and that was the mistake. Hope that helps.

@Arlix I just figured out the same thing last weekend.  By accident, actually.  I had put a switch in and it had power, but didn't work, then I wondered if it mattered which neutral wire was used. So I grabbed the extra neutral out of the box and stuck it in with the other two (one from the switch and the other neutral and ... magic!  

So yes, I had to bundle all four neutral wires together.  I was a little nervous about doing that, and read up on wire nuts for that many wires.  Just to be safe, I got a bigger wire nut rated for five wires.  

Glad you figured it out!