A heat pump is basically a device that transfers heat from one location to another, using refrigeration to cool or warm the air. It's like a superhero that can switch between hot and cold, depending on what you need. But, when it blows cold air while in heating mode, it can be a bit puzzling, to say the least.
One reason for this cold air phenomenon is that the heat pump is going through a defrost cycle. Yeah, it sounds like something from a sci-fi movie, but basically, it's just the heat pump's way of clearing out any ice that's built up inside. It's like when you leave your car outside on a frosty morning, and the windshield is all icy - the heat pump needs to defrost itself, too.