Do I have emergency heat? Why is my compressor making crazy noises?
When it gets extremely cold outside air to air heat pumps don't work very well.

That is why they are usually set up with auxiliary resistive heating coils. Referring to it as "emergency" heat is a little over the top since you will probably have to use it often in the deep winter.

Just turn the auxiliay heeting on and see if your compressor quiets down.