We have a Lennox Pulse 21 furnace. Temp is set at 72 but the furnace stops once the temp reaches 66 degrees. Thermostat seems to be working. The seems to be a problem just when it is really cold (0 to 10 degrees).

What type of thermostat do you use. Can you over ride the settings? If you can put it on hold and turn the temp up. See if this makes the furnace continue to heat.

The thermostat is programmable and I did put it in Permanent Hold mode and still max is 66 degrees and stops.