Nest thermostat not heating when outside temperature is very cold.

[puupy30]

My nest thermostat isn’t properly heating my home to the correct temperature when outside temperature is very cold. I have an electric heat pump. Any ideas? See images. 

 

 

[Jarhead]

I have the same problem.
My learning thermostat is newly installed and I have the same wiring.
During setup I was asked if I have a dual fuel system. I don't and I'm not sure if W2/AUX is for forced air maybe?
I have specified in the Pro settings that primary and alternate heat are both electric forced air.
Currently here in Alabama it is 28.5 F and my heat pump does not exceed 64 F room temperature.

[sargmaster]

I too am having the same problem.  A nest rep is the one that gave me my wire settings a while back.  I have almost the same settings but I don't have a black wire I have a brown and its connected to the *

[Jarhead]

Hi.

My wire on W2/AUX is brown, too.

It was connected to W2 at the Braeburn thermostat. 

Shall I switch it to *?

[Jarhead]