I live in Ontario where we go down to -30C in the harshest conditions.

We have a heat pump and a furnace and they alternate based on efficiency

Somewhere around -5 to +5 C it switches from the heat pump to the furnace

I think you could get by a bit colder but it really loses out on efficiency vs burning gas unless you invest in a geothermal heat pump

Wtf? This is a weird take lol