sounds like either
a: your not used to the ammount to the ammount of heat that a heat pump puts out. The heat from a heat pump feels cold, because it's colder than your skin. But in reality, it's still heating the home.
B: You have a problem with the outdoor unit.
If you rule out A, check your breakers, and call a pro.
We don't offer DIY advise here.
"Better tell the sandman to stay away, because we're gonna be workin on this one all night."
"Dude, you need more than 2 wires to a condenser to run a 2 stage heatpump."
"Just get it done son."