Cold rain is difficult for a heat pump to handle. Why? Because a heat pump works by extracting heat from the outside air and pumping the heat into your house.
So, if there’s water mixed in with the outside air [think rain] the water gets cooled too, and might freeze. The ice will cover the evaporator fins and slow down the air flow, and that’ll reduce the amount of heat available to pump.
Blowing snow will do more or less the same thing. Here’s what it looks like:
But, this is actually a minor annoyance, rather than a serious problem. Your heat pump’s controller will detect the ice and switch into defrost mode, which basically runs the heat pump backwards for 10 minutes to melt the snow and ice.
That’s not as cold as it sounds, because the outside fan is turned off for defrost mode. The idea is very much not to pump heat out of the house, but rather just to warm up the evaporator fins, melt the snow and ice, and let the melt flow away. Then the machinery goes back to it’s normal job of pumping heat inwards.
But when it snows and blows, you’ll notice that the heat is occasionally off. It’s defrosting.