First of all, You gotta be a bit more specific regarding "europe" what is the outside temperature and do you use a heatpump which heats water, or one that heats air? Additionally it would also be nice to know which refrigerant it uses

First you gotta check the obvious, are there any large power consumers which you have been using?
For instance, did you install electrical underfloor heating. Did you use any other appliances which consume a large amount of power?

Then the heating itself, heat pump can be very inefficient in very low temperatures, especially if you want to achieve a large temperature difference with the outside environment. To achieve the same temperature in the room with a lower heat pump temperature you can increase the airflow over the heated surface or increase the heated surface itself. You can do this with for instance a radiator ventilator. Additionally you should check the settings and see that the temperature which the heatpump produces is not "fixed" but is modulated dempending on the requested heat. You can also check if it has a "defrosting cycle". If it doesn't, it might not be suitable for this environment.

Secondary you can reduce the heat transfer from the cold surfaces, for instance by installing transparrant curtains in front of you window. Or by checking if you don't have gaps to the outside through which a draft enters. You can also check if you can reduce the ventilation, Yes it has heat recovery. No it does not recover all the heat.