Your Nest thermostat could misbehave simply because its incompatible with your current HVAC system. Heat Pump Balance controls AUX heat. Backup heat sources must be connected to the W2, Aux, or E terminal for proper functionality.) If it remains on, you may have a malfunction in your heat pump and need to call an HVAC service provider. Locate and tap the thermostat icon. Heat pumps work both as air conditioners and heaters. Restart your Nest thermostat to see if it works or install a C-wire if it is underpowered and unable to heat. If you have wires in both the W1 and W2 connectors of your Nest thermostat, your system is a dual fuel system, and wont use Heat Pump Balance. For your safety, refilling and recharging the refrigerant should be done by an EPA-certified HVAC professional. Look for any heat pump label. Keep an eye on your thermostat year-round for any warning signs of larger issues with your HVAC system. While there could be different reasons for your Nest thermostat not cooling and blowing hot air on cool mode, this guide provides the most common ones. To maintain your cost savings and keep your aux heat from turning on as you warm up your living space, we recommend increasing your thermostat by two-degree intervals. If theres no wire in the O/B connector, your system is not configured as a heat pump. After installing the Nest Thermostat, my system seems to be having trouble calling for Auxiliary Heat. Pros, cons & considerations, https://www.hvac.com/troubleshooting/should-you-cover-roof-vents-in-the-winter/. If everything is set correctly, your heat pump start capacitor may be broken or there could be an issue with your reversing valve. Aux heat isn't ON. https://www.hvac.com/troubleshooting/what-temperature-thermostat-in-winter/. Tell us more and well help you get there. If your changeover engages, your orange wire is open and reason you are unable to bring on the heat. You'll need to manually set the / OB connector as your second. Troubleshoot heat pump issues - Google Nest Help