I don’t think it’s normal for a heat pump to just stop working completely like that vs. just getting more and more inefficient. Wonder if perhaps it iced up and the defrost wasn’t working.
But even if it's because the defroster stopped working, or it's just an auto-shutoff feature to keep the equipment safe... the end effect is the same: There is no more heat when you most need it, and you'll freeze. We were wrapped up in multiple layers that day and tried to warm the house however we could, but ended up just needing to stay with a friend cuz it was so cold.
In some areas, "two sources of home heating" is mandated by law, but not where I live now. It still seems like good advice, specially if you can do that with two separate fuel sources (like electricity vs natural gas vs propane vs heating oil), in case one infrastructure goes down, as they often do during the worst storms.
Some heat pumps have a resistive heater built into them which kicks in when it's too cold for the heat pump to have a CoP of greater than 1.
I added an efficient wood stove instead. There's a good tax rebate that covers installation as well - I took advantage of that last year.