Funny enough, there wasn't enough air for combustion.
Remember, fuels have a lower and upper combustibility limit.
With natural gas, it's about 4.3% and 14%. Fuel-air mixture outside that range will NOT ignite!
This mixture would not ignite, which was the reason there was no heat below 40F (when the dual-fuel board switched the heat source from heat pump to furnace). I could sure SMELL the gas though.
Of course, this installation uses propane, but off the top of my head, I can't remember the combustibility limits of Propane.