I also have a small portable fan heater that I use in the garage sometimes and we also take it away in the caravan. This has two settings, 1kw and 2kw suggesting two separate heating elements. If you leave it on, eventually when the room warms up it will switch itself off (elements and fan), then it switches itself back on when things have cooled down.
If I took this one to bits I expect I would find a bimetallic temp device that resets with power on acting as a thermostat. In addition I would hope to find a thermal fuse, a one time device designed to protect against overheating following fan failure for example.
This was what I was expecting in the dodgy heater, but instead found just the mystery device. The instructions say that if it shuts down you should turn it off, wait 5 mins and then turn it on again. If it trips out a second time call an electrician.
I think the device does have a heater on board to keep it tripped under power, I just can't see where the neutral is! I will see if I can get a photo….