Modern ones and designed for purpose go to -20C.

I bet absolutely nobody in texas asked "how efficent is the heatpump at -20c" when buying them. Same reason why all the windmills froze: "would like this wind mill model that produces eletricity at -20, or this cheaper one that freezes at 0c?"

No, but those who make heat pumps know that to sell in the north people care so they try to make one model that works anywhere.