If the unit is heating, then its working by design.
More than likely you caught the heat pump in defrost cycle. In a nut shell, to prevent the heat pump from freezing up, it goes into what called a defrost mode. When this happens the out door condensing fan in the heat pump shuts off. The compressor continues to run, for a predetermined amount of time, and the the fan will come back on and the unit will resume heating operation.
In addition, while the unit is in defrost mode, and because the thermostat is calling for heat. You might think well if the fan is not running outside and it defrosting. How the heck is it heating? Well the thermostat is smart enough to know that its in defrost mode, and will bring on the aux heat while preforming the defrost operation. That way it maintains the space temperature while its defrosting.
Now, lets shift gears real quick. When the heat pump cant keep up, the thermostat should bring on the aux heat in conjunction with the heat pump running. When it extremely cold out the heat pump ability to heat kinda goes out the window. When it cant supply the demand for heat, the aux heat will kick in as well. So if you were to look at the thermostat say when it 5 outside, you may notice that yes the heat pump is running and the aux heat is also on. This is completely normal. From your statement the system is running correct. I tired to make this in simple terms, there is a more complex answer but I think that this should make the most sense to you.
Also, if you not replace furnace filter in a while time to replace it. Always use a pleated.
former hvac tech