When you receive an email warning you about a new connection, it means that someone used your email and password to connect to your account.
These emails are sent to protect your account and avoid leaks or vulnerabilities.
In the email, you will know whether it was a connection through a mobile application or through a third party application. The approximate address (calculated from the IP address) will also be mentioned in the email.
First, check the list of third parties to which you have granted access to your account. The list is available in My account, in the Third party applications section.
Indeed, some third party applications are not using the Legrand-Netatmo-BTicino API properly and this might generate these emails. If you are suspicious about a third party, revoke the connection and check if you still receive the emails.
Once you have identified the Third party application, you can consider whether you still want to use it if the application developer does not fix the integration.