I have both a larger return air unit which provides hot water for taps and radiators, and a smaller pump/AC on the wall which doesn't need to work at all in win

I have both a larger return air unit which provides hot water for taps and radiators, and a smaller pump/AC on the wall which doesn't need to work at all in winter, but is useful for providing AC on the hottest days. The AC style pump heats OK down to very cold temperatures but I'm not sure what the efficiency is at -20, probably not great. A return air heat pump has no problem with cold temperatures because its not pulling heat from outside air, it's pulling heat from warm air that's sucked from the air about to be ventilated out of the house (what's drawn from vents in bathrooms and kitchens). So it cools it from say 20 to 0 deg and exhausts it on the roof, transferring that heat to the hot water system both for radiators/heated floors and tap water. This is similar to how a ground-heat pump works too. It also doesn't need to worry about freezing temps because the ground doesn't get that cold, especially with a deep enough hole. Those two forms (return heat and ground heat, are probably 95% of the heating solution for single family homes in my Swedish suburb). Very few would heat a home with either anything combustible OR with an outside air unit. Many have them, but mostly like I do as a complement or summer AC. I'd not recommend an outside-air heat pump for heating anywhere where it's regularly very cold. Much better to just set up a proper heat pump and connect it to a water based radiator system. You need to have some kind of ventilation in the house so no point wasting that heat by blowing hot air out the roof.