When the outdoor temperature reaches that 30 degree range heat pump start to frost up. Water vapor in the air condenses on the cold coil fins and then freezes. When the frost builds up to the point that it affects the performance of the heat pump, the heat pump is supposed to go into a defrost cycle.
The reason I asked if you had a gas or oil furnace is that some contractors will switch off the heat pump at between 30 and 35 degrees to avoid the defrost cycles.
I have known contractors to do that on all electric systems for the same reason, but I don't agree with their logic. Even at 20 degrees, your heat pump will be approximately twice as efficient as your electric furnace.
Look at the outside unit to see if it has an outdoor thermostat. If it does, and it is set at 30 degrees, that is your culprit. Turn it down to 0 degrees. Get as much heat from that heat pump as you can.
If it does not have an outdoor thermostat, you could have a bad defrost board. Get a good technician who is well versed in heat pumps. I recommend a NATE technician who is certified for heat pumps.