When it is cold outside and your heat pump is not heating, and you can tell because you set your thermostat at 70 and it will only get to 67 or less, you might have reached a heat loss rate that the heat pump by itself cannot overcome. That is normal at very cold temperatures and that is why people have auxiliary heat in the form of electric heat strips or a gas furnace.
But maybe yours is not "kicking in".
I have found that a lot of folks think you cannot have auxiliary heat and that you can just remember to switch to emergency heat. DUHHHHH Others jump the E and the W2 on the thermostat.
If you are too cold, Call me. I have fixed lots of these. Until then try emergency heat
note: some units have an outdoor temperature sensor the tells the unit to disengage and have the furnace take over if it is below a certain temperature. This needs to be set at a level above the break point temperature.
The picture above is Bojiffy pulling up to repair your unit!