You have an older system. New systems can provide 100% rated capacity well below freezing. Mine is -5F and not specifically a "cold climate" unit. The unit in OP seems to offer 100% nameplate capacity at 5F.

These are brand new heat pumps. I don’t think it’s possible to have high efficiency at cold temps because of the need for a defrost cycle. I just check and mine are around 2 COP at 8F and 5 COP at 40F.

Yeah, I'd like to see those figures too, and I think they might surprise you (and me). I don't have figures or references to hand here, but as I understand it modern heat pumps should be good down at least a little way below freezing. They're widely used and popular in Norway, for example, and the Norwegians aren't exactly new to cold weather.

High efficiency heat pumps with built-in defrosters (or "heating strips") can often provide full heating capacity (ie: 48,000btu for a 4 ton unit) down to -12f, with reduced output at even lower temps. The COP efficiency drops quite a bit though and it will eventually get to a point where it is essentially as energy efficient as a resistive heater. Whether it's more efficient than using gas or not is a difficult calculation based on your gas price, heat pump COP temperature curve and electricity price. If you expect to see <-20f temperatures regularly, you'll want/need a backup heat source anyway.