That heater appears to have 2x 120V 2500W heating elements, with each element intended to use a different leg. Most 240V heaters don't use a neutral conductor.
I doubt the dimming or phasing is intended to be done internally.
You could use 2x 25A line level thermostats, 1 for each leg. Set 1 for 65* set the other for 60*. When temp drops below 65* the the heater puts out 2500W worth of heat energy, when the temp drops below 60* the other element comes on and the heater puts out the full 5000W.
If this is going into some sort of garage/workshop - I wouldn't bother with anything fancy.