You can, right now, buy air source heat pumps rated to -28C (-14F). While not enough for record lows in, say, Chicago or Toronto, it's plenty for places like New York, Seattle, and Vancouver.
If anything having a backup heat source makes me feel secure. A lot of things can go wrong with a gas furnace; some things can go wrong with a heat pump; but 10kW of electric restive heat is dead simple and just by itself it can provide 34000 BTU/h, which is 60% of the output of my old gas furnace. I don't think the duty cycle of my gas furnace ever exceeded 60% running time.
The auxiliary heater consists of two 5kW heaters, so even if one fails, there is still the other.
Do you have a wood burning back up? At my house in Massachusetts, we had a wood-burning stove that we could always fire up in a pinch. It never came to that, but it felt good knowing that we can always just burn a super hot fire and not freeze to death.
I live in an urban environment, so I'm not too worried about losing power for an extended period of time, and if I do I would probably just leave temporarily.
In my rural living fantasy I have a Ford F150 Lightning which I use as a "portable" backup battery that can be recharged by driving it to a Level 3 charging station. That and either a pellet stove and/or a Masonry Heater fireplace that sits opposite to a large equator (south) facing window.
I don't know much about how heat pump performance degrades, but going in to a life-and-death situation where the main heat system is operating outside rated performance seems like poor planning.