At ambient temps below 45, the heat pump is very inefficient and will not keep the RV warm at all. That's why the furnace kicks on if outside temps are below 45--it's backup for the heat pump.
If you want to avoid burning propane, get some small electric space heaters to help the heat pump along.
The heat pump is not going to blow very warm air, although it will be warmer than outside air. That's the nature of a heat pump. Quite honestly you might be more comfortable with space heaters alone and leave the heat pump OFF.