The Air to Air heat exchanger is not that efficient. The coils are not big enough to extract much heat. You could use a fireplace or portable ceramic heater to save on propane. I had a Carrier heat pump that used more electricity below 0 than using electric heat.
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B and B
2022 Venture RV SportTrek STT 302 VRB Travel Trailer
2018 Heartland Landmark 365 Louisville 5th Wheel
2015 Heartland Bighorn 5th Wheel
2013 FR Rockwood 8289WS 5th Wheel
2012 FR Rockwood 2703 SS Travel Trailer
All heat pumps will frost over the outside coil when the outside temperature approaches freezing. They have to run in defrost mode part of the time to get rid of the ice. We have a Dometic Brisk Air 15,000 btu/hr heat pump/ air conditioner on our 2011 Class C Sunseeker.
The instructions for the thermostat says that below 40 F outside temperature it will periodically run in defrost mode, during which the compressor runs to heat the outside coil, but the fan doesn't run because it would be blowing cold air. Below 30 F the thermostat will shut off the heat pump and run the furnace, even though heat pump is selected. Newer coaches use a different thermostat, from our 2011 year model, but they probably work the same way.
Maybe the instructions for your thermostat explains this sequence of operation for your unit. I had to get our instruction manual on-line.
All heat pumps suffer from low efficiency at temps near freezing and stop working at some point. There is just a limit to when heat that can efficiently be drawn from cold air. Much like an air conditioner would stop cooling if the outside temps were near the temperature of the compressed refrigerant. The home heat pump we once owned had a electric coil backup. We AFrame owners have gas furnaces.