The cost is mostly in the installer based on the anecdotes of a well known technology youtuber in illinois. They are scared of installing heat pumps and carrying them allegedly. You may be able to buy compatible hardware on your own and get an installer. But aside from that one week you can get ASHPs that go down to 5F without losing efficiency. You can even get multi-head units that can move heat from where you might not need it (near a fireplace or stove) to where you do (bedrooms) ditto in reverse for cooling. But I'd suggest doing some research.