Oil is less than half the cost of propane per heating unit in most areas. A new oil boiler will permit installing a hot water coil in the heat pump ductwork to provide the comfort you are seeking. Many oil boilers do not require chimneys using direct venting or standing outside like an air conditioner. The heat pump can continue to be used for air conditioning. In addition, the boiler can provide hot water at less than 1/2 the cost of the electric tank, so a typical family use of $800 per year for electric hot water will drop to $300 per year. With your heating bill cut by 1/3 and your hot water bill cut by 2/3, the change to an oil boiler system will pay for itself and the change from a wind chill system to a warm heat system will bring health and happiness.
Ask for quotes from your local oil supplier to change the system. It is not possible to give a quote from a distance as shipping, equipment used and available locally and labor costs differ by region.