I have lived in my home for seven years. The heat pump does a wonderful job cooling the house during the summer--even with temperatures of over 100 degrees. However, it seems as though it struggles to keep the house warm during the winter months. The blue auxiliary heat light stays on most of the time that the heat is on and it runs continuously if the temperature is below 35 degrees outside. Once the temperature falls below 25, the inside temperature also begins to drop. I can manually turn on the emergency heat and the inside temperature quickly returns to a balmy 70 degrees. I have noticed that the blue auxiliary light is on, even on a warm day--when the temperature is over 60 degrees outside. Needless to say, the heating bills are three to four times the amount of the air conditioning bills. I have also noticed that there is cold air coming out of the vents--even with the blue light on. I've been told that the builder did not install an adequately sized heat pump for a two story house--although it works fine in the summer. Could it be that the auxiliary heat is just not working--that power is going to the heating coils, but that they are not heating? It would seem to me that the auxiliary heat should only be aiding the heat pump, but it seems as though it is not doing very much, forcing the heat pump to work continuously. Thanks.

My suggestion is that you call an HVAC firm and get them out with an Ammeter to check the heat plugs on the emergency heat to see if they are functioning properly.

Sounds to me like the reversing valves are staying in the cooling position. Review the sticky at https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html

A manual for both the thermostat and the heat pump would help too. Perhaps you can find help on their websites. You don't want to pay a professional $100 to come move a wire or 2 on your thermostat.

It sounds to me like the aux heat works fine, the thermostat just isn't sending the right signals.

Make sure that there is a jumper wire between w2 & e terminals

Your aux heat is working if it will heat the house in emergency heat. But if it is blowing cold air when the aux light is on with the heat pump it sounds like the t-stat is wired wrong. Some stats use a different circuit for emergency heat and second stage heat (W2).
If your in the low 20s the heat pump will not keep up any way it's a waste of electricity. Its using electricity but not producing heat. Your better off switching to emergency heat when it's that cold.