My thermostat has both auxillary and emergency light on,both are green,what does that mean?

Emergency or electric heat is working.. auxillary heat is the same thing

Sounds like your Auxillary heat is out (the element that is energized when an air to air heat pump can't keep up with the thermostat setpoints).

If your thermostat has an emergency heat setting this means you have a heat pump system.
Yes you need to set the thermostat to heat for heating the house.
The emergency heat setting should never be used unless your outside unit is not functioning.
The emergency heat setting overides the heat pump (the outside unit will not be energized).
The emergency heat setting will run the auxillary heat (heat strips) only.
When the thermostat is set in the heat position the heat pump will run to heat your house.
If the heat pump can't keep up (extreme cold) then then the auxillary heat will kick in to augment the heat pump until it satisfies the thermostat settings. If your room temperature gets 2 degrees below your thermostat setpoint, your auxillary heat will kick on. Example, say you are going to be gone a couple of days and you turn your heat down to 60 degrees. When you return and it is 60 degrees in your house, you turn the thermostat up to 70 degrees. Since you are turning the temperature up 2 degrees or more (10 degrees in this case) from the 60 degree room temperature then the heat pump will come on and the auxillary heat strips. The unit will continue heating like this until the temperature in the house gets to 69 degrees and the heat strips will turn off and the heat pump will continue to run until the 70 degree setpoint is reached.
Hope this helps.
SeagullAC

You must be refering to your mirror or the OnStar system?
The light next to my emergency button is Green.
I suspect that a Red light means your OnStar subscription has expired.
You may have to contact OnStar to renew your subscription and payments.

Economy Mode = EM
Auxelary Mode = AUX
in em mode heat pump does most of the work in aux either an electric heating element is used or gas depending on if it is gas or all electric

Turn the power off to the air handler. Open the control cover. Write down what color wires go together at the wiring terminal. All 8 wires are probably not used.
Post the findings here.
In most cases,
E= brown-emergency heat
AUX=white-auxillary heat to supplement HP
Y= yellow-to compressor for heat or cool(hp)
G=green-indoor fan
O-orange-reversing valve on HP when energized in COOL
L=t-stat light(probably not used)
R=red-24v incoming power
B=black-reversing valve on HP when energized in HEAT
C=blue-common wire for 24v
Only one of the "O" or "B" will be used. Not both.

Typical color codes in Florida are;
white to W1 for heat
yellow to Y for compressor
red to R-RC-RH for power in
brown to W2 and or emergency /auxillary heat
green to G or Fan
orange to reversing valve(o/b)
blue to common.
You can open the control panel on the unit to verify these colors and components.

I am assuming this is a heat pump? (Typical when the t-stat has a green light.).

Please confirm

If a heat pump, is the outdoor unit frozen up? There can be some frosting, but it should not be a block of ice.

If there is an emergency heat switch on the t-stat, can you flip that to emergency heat? Do you get heat then?

Pleas advise and I can help you troubleshoot this problem further.