应该自动切换到EM Heat

If the outside air temperature dips too low, the heat pump won’t have enough heat to draw from so it will automatically switch to its secondary heat source indoors, which can be electric, gas, oil, or hot water. Most heat pumps have an electric backup.

https://eastcoastheatingandac.com/blog/what-does-the-em-setting-on-my-thermostat-mean/