No, the Mach E does not have a heat pump, it uses resistive heating ("E-heat" in the Sync Menu). That being said, the benefits of a heat pump are for moderate climates, not very cold ones. So a heat pump is of no value at -40 C. Ford has done a lot of cold weather testing.

Does Mach E have air conditioning?

The Mach-E uses a simple resistance heater for cabin temperature control, which as we saw at freezing temperatures severely limited the car's range. Moving to a heat-pump-based HVAC system would help improve range efficiency at low temperatures.

Which EVs have heat pumps?

Heat pumps have been in existence for a long time now in EVs. Jaguar I-Pace and Nissan Leafs manufactured since 2013 are equipped with heat pumps. The reason why they are not widely popularized is because of one caveat – they do not work in temperatures below 25-30 degrees Fahrenheit.