I have been having a lot of problems with this thermostat getting it to maintain the temperature I have set. For example I have the temp set at 72 then I set the first and second differential's both set at 2. The problem is that the temp will go down then back up, around 70-71, then I will feel cold air then warm air again. At night when the temperature drops it will run all night never getting to the level of heat that's set and most of the time remains in aux heat mode. I have the thermostat on heat (not emergency/aux) and on auto mode. The heating and cooling guy has been to my house twice, once to recharge the heat pump, the second time he replaced the heat pump. I just don't have a lot of confidence in him anymore and think the problem may be the differential settings or the thermostat needs replaced. Any answers would be greatly appreciated!

If you are trying to use a set back thermostat on a heat pump system there is the problem. Heat pumps are not known to recover very well from a set back and I suggest you just set the temp on the heat pump and let it alone.

Here is a copy of your instructions just in case you lost or misplaced yours.
Read the sections about temp differentials and how to adjust.
At the university 3 years ago we did some testing on Braeburn Thermostats. They work fine if time is taken to program them correctly. Yours is a builders model and it is missing many bells and whistles.

http://www.braeburnonline.com/pdfs/1200_manual.pdf

There is more on this subject just use Google.