I would recommend the honeywell pro 9000 IAQ thermostat. You can set the outdoor cut out temp so when the sensor sees the programmed temp say 40 degrees it will turn off the heatpump and run the furnace only. It also will allow back up heat if a set period of time elapses from first call for heat30,45,60 and 90 minutes. your thermostat needs to be configured for fossil fuel backup heat. It should have been set up this from the beginning. Can you switch to emergency heat and does the furnace come on?
The 8321 with O.D. sensor will cut out the heat pump at preselcted temps but the 9000 will also allow timed back up of gas. They both are excellent stats. Just don't try to replace it yourself
Genius = The guy who can do anything...except make a living!
As stated unit probably wired wrong, fossil fuel kit should bring on the furnace during defrost to temper the air. I would change to the honeywell 8300 with outdoor probe to lock out the hpump and have a pro wire it in so that heat comes on during defrost.