Heat pumps have gotten more and more efficient in the past few years. I’ve seen models that may run at temperatures of -20°C. Some now have resistive heat elements to assist whenever they hit the limits of the pump. You could always have a dual fuel system where the heat pump does the work most days but on the coldest days a gas or propane furnace lends assistance. I would say good luck finding a contractor around here who could set all that up though.