How to fix/improve a shared return between floors
Your heat pump is not operating efficiently - how old is the unit - has it always done this ...

What is sounds like is that your reversing valves might be defective or most likely the unit is low on Freon - have you had the unit serviced to make sure it is up to snuff?
Also in winter the colder the temp outside the worse the heat pump will work. When temps are below 32 F - Aux Heat is best..

As for the hollow noise - the cheap route was done to build the house - you would need to do a dual duct system to get rid of that - perhaps you can split the duct into two halves and feed to the Air Handler ending up as one at the air handler .