> Even when it is below freezing outside?

Yes. For instance, one of the heat pumps in my house has a coefficient of performance of 3.2 at 17F/-8C.

Reference: https://ashp.neep.org/#!/product/51106

Heat pumps such as Mitsubishi's "Hyper-Heat" models should be above 3 to 1 down to a little below freezing, and better than 2 to 1 down to around 0℉ (-18℃). They are down to about 1 to 1 at -15℉ (-26℃).

It’s -10C here right now and my heat pump is pulling less than 3kW to heat the whole house.

It’s a matter of the refrigerant you use. Don’t worry about the freezing point of water.

Heat pump efficiency drops as the difference between the indoor and outdoor temperature grows. No one specifically cares about the freezing point of water for this, but it’s a good proxy for “big temperature difference”.