If your tstat has an emergency heat or aux heat setting you can flip to it. That will engage the electric heat strips directly. You won't have to freeze, but it might lighten your wallet if you have to rely on it for a few days.
If the tstat is set up correctly, in normal heating mode, after a fixed period of time during which it does not see an increase in temp running heat pump, it will automatically engage the electric (or other backup) heat. It will keep backup heat engaged until it reaches setpoint, then let heat pump take over.