We live a bit further south than Bucks County PA, in Anne Arundel county Maryland. My experience with heat pumps here is that most of the time they are"OK", but in the coldest winter weather their internal electric heaters turn on; so you are heating with direct electric heat. How this all works out over the course of a year in terms of cost vs. natural gas, oil, propane seems to be highly variable depending on the exact construction (e.g. insulation, windows etc) of the house and the costs of the various alternatives. If you have to replace your furnace due to floods every 10 years or so, the cost difference of having a heat pump system that survives the flood is probably a good trade off, even if the yearly energy cost for the heat pump is higher. The devil is in the details of each individual situation.

No (assuming you mean air-to-air heat pumps). Their efficiency goes from something like 1:4 (1 kw of electrical power in => 4 kw out) to something like 1:1. So in really cold weather they're about as good as an conventional electrical heater with the same power consumption. (Or a conventional gas/oil heater with the same rating - 1kw of heat is 1kw of heat, no matter the fuel source).

I expect most modern heat pumps to work quite well down to at least -15C/0F. How many days each year is it colder than that?

Any heating system must be designed for the climate and the house in question. So with heat pumps.

Those I know who lives in really cold places is to design for a combination of heat pumps and other sources of heating. The most common combination is to have old fashioned electric ovens, a wood stove and a heat pump. The heat pump does the brunt of the heating - and most of the year that is plenty. Only when it is REALLY cold outside does the stove and the electric ovens come into play.