After some puzzling I finally got my e-thermostaat (Essent, AKA ICY) working with Alexa
Steps:
Install Domoticz server, it needs to be reachable over the internet over https.
Add ICY hardware.
Put the device Heating Temperature in a room plan.
Controlicz skill (
https://www.controlicz.com/signup)
Let Alexa discover new devices (I put it in a group 'heating').
Result:
"Alexa, set heating to 20"
"Heating temperature is set to 20"
Of course Domoticz can do much more with the thermostat, but this was exactly what I was looking for
Also, if you have other devices on your Domoticz server Alexa can see and use these as well, as long as they are in a room plan.