Heat pumps are getting their heat from the air, the colder the air the less available heat. Simple fact of thermodyanmics. Also heat pumps do not put out as warm a temperature air as a furnace. Want heat? Go electric resistance heat, LP or move further south.
I use the ceramic heaters, oil filled radiators, LP furnace and the LP catalytic heaters. I am toying of the idea of using a small coal/wood fired heat stove...wonder if you can tow with it lit
Aaron