Heat Pump Blowing Cold

Unless you just installed or had the thermostat installed recently, I would not point at the thermostat as the problem. With what you have described I would suggest have your units serviced as it sounds like a loss of charge, or failed defrost control board. The "Aux" comes on when the unit is using secondary heating (electric heat strips). That occurs when the demand temperature (what you set it to) in Heat mode is more than the current room temperature, usually ~2-4 degrees higher. Also happens in defrost mode. Defrost is a heat pump cycle that melts any build up of ice on the condenser unit (outside unit). That process is simply the unit running in cool mode which will heat up the outside unit to melt any ice. Defrost cycles vary with manufacture but usually you can tell if is in defrost by looking at the outside unit, during defrost the unit will be warm or hot sometimes there is steam and the compressor will be running but not the fan. Defrost only happens on heat pumps in "Heat" mode. Rheem has a 10 yr compressor and parts warranty, so call the installer or Rheem authorized service company.