I’d be surprised that a company the size of Atwood produces a product that doesn’t work.
First off though, as Blofgren mentioned, a heat pump doesn’t really work with air temperatures below about 42 deg. F.
While I do not have that brand, mine are Coleman, the thermostats have settings for gas heat, A/C, heat pump, and fan continuous or automatic.
What does the operation manual for yours say about this? Is there a trouble-shooting section?
It sounds like the installer messed up some wiring or something. I would suggest you get someone to look at your setup.