Heat pumps have auxiliary backup heat strips that kick in when they are struggling to keep up at low outside temperatures. Sounds like yours either didn't have the backup heat strips installed or the transition temperature is not set correctly. Either way, you need to have the installer come back and figure it out.

I am curious why you didn't install a gas fired furnace. NYC has very high electric rates. I would not think a heat pump would be cheaper to operate than a high efficiency gas furnace in a 100 year old house. Does your house have 10 foot ceilings and many windows? Has the insulation ever been upgraded? The heat pump is not going to be able to produce enough heat at 25 degrees without auxiliary heat. It can be electric heat strips, which are even more expensive to operate or a gas furnace. Did the installer explain this to you?

It looks like you had a gas pak or package unit. Heat pumps are poor on recovery unless you have heat strips which raise operating costs. I hate to tell the OP this but I suspect you are going to be extremely disappointed with your new HP system both in comfort and operating costs. I have to agree with mike as I usually do. Should have stayed with same type of your old system.

IMO

Have you contacted the installer yet? There is a bad snow storm coming Sunday evening in the NYC area and the temperatures will below 20 degrees tonight again. If there are back up heat strips then they don't appear to be working. There may be other installation problems the installer needs to address ASAP.

Even where I live heat pumps need back up sytems for colder temps I am in S. BC in Canada and heat pumps are by far the choice here but all have a gas backup My guess is it will be a must in a 100 yr old home unless you went crazy with insulating.

Is your gas system enough for your home. With this slow heating capacity it will be hard for you to spend winters comfortabley.