My thermostat is very fancy with all the whistles and bells. Not sure
if it tries not to use auxiliary heat or not but it does figure out
when to come on to have the house to the desired temp at a given time.

The thermostat also has options for exterior thermometer to help it
decide when to skip straight to aux heat. We do not have the exterior
thermometer. If I had any idea what to install and how to install it I
would. The heat pump itself may have equipment and the programming to
realize the cold temperature and skip straight to aux heat but I have
not read this anywhere.